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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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Implements the OrderbookLevelInfos class, providing access to bid and ask levels. More...
#include "OrderbookLevelInfos.hpp"Implements the OrderbookLevelInfos class, providing access to bid and ask levels.
This file contains the implementation of the OrderbookLevelInfos class, which provides methods to retrieve the bid and ask levels within the orderbook.
1.9.1