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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This is the complete list of members for Information, including all inherited members.
_orderId | Information | |
_orderType | Information | |
_price | Information | |
_quantity | Information | |
_side | Information | |
_type | Information |