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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Functions | |
PYBIND11_MODULE (orderbook, handle) | |
Defines the Pybind11 module for the Orderbook class. More... | |
PYBIND11_MODULE | ( | orderbook | , |
handle | |||
) |
Defines the Pybind11 module for the Orderbook class.
This module allows Python to interact with the Orderbook class, providing methods to add orders and save the order book to JSON.
orderbook | The name of the module in Python. |
handle | The module handle that is used to add classes and functions. |
< Optional module docstring.
< Default constructor for Orderbook.
< Adds an order to the order book.
< Saves the order book to a JSON file.