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).
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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... | |
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.