Orderbook Simulation
OrderbookSim is a C++ application simulating a financial market order book. It efficiently manages and matches buy and sell orders while calculating the Volume-Weighted Average Price (VWAP).
Classes | Typedefs
Order.hpp File Reference

Defines the Order class and related types for managing orders in a trading system. More...

#include "OrderType.hpp"
#include "Side.hpp"
#include <cstdint>
#include <stdexcept>
#include <format>
#include <list>
#include <memory>
#include "Usings.hpp"
#include "Constants.hpp"

Go to the source code of this file.

Classes

class  Order
 Represents a trading order with attributes and functionality to manage its state. More...
 

Typedefs

using OrderPtr = std::shared_ptr< Order >
 A shared pointer to an Order object. More...
 
using OrderPtrs = std::list< OrderPtr >
 A list of shared pointers to Order objects. More...
 

Detailed Description

Defines the Order class and related types for managing orders in a trading system.

This file contains the Order class, which represents a trading order with attributes such as order type, ID, side, price, and quantity. It also provides functionality to manage and update the state of an order.

Typedef Documentation

◆ OrderPtr

A shared pointer to an Order object.

◆ OrderPtrs

A list of shared pointers to Order objects.

Used for managing collections of orders. A vector may be more efficient, and future upgrades could explore vector usage.