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
Trade.hpp File Reference

Defines the Trade class, representing a completed trade with bid and ask details. More...

#include "TradeInfo.hpp"
#include <vector>

Go to the source code of this file.

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...
 

Detailed Description

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.

Typedef Documentation

◆ Trades

A type alias for a collection of Trade objects.

This alias represents a vector of Trade objects, useful for handling multiple trades in a trading system.