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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Holds expected results for order book counts used for assertions. More...
Public Attributes | |
std::size_t | _allCount |
Total count of orders in the order book. More... | |
std::size_t | _bidCount |
Count of bid orders in the order book. More... | |
std::size_t | _askCount |
Count of ask orders in the order book. More... | |
Holds expected results for order book counts used for assertions.
std::size_t Result::_allCount |
Total count of orders in the order book.
std::size_t Result::_askCount |
Count of ask orders in the order book.
std::size_t Result::_bidCount |
Count of bid orders in the order book.