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 Trade class, representing a completed trade with bid and ask details. More...
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Classes | |
class | Trade |
Represents a completed trade, containing information about the bid and ask sides. More... | |
Typedefs | |
using | Trades = std::vector< Trade > |
A type alias for a collection of Trade objects. More... | |
Defines the Trade class, representing a completed trade with bid and ask details.
The Trade class encapsulates information about a trade, including the details of the bid and ask sides. It also defines a type alias, Trades, for a collection of Trade objects.