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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#include <json.hpp>
Public Types | |
using | char_type = char |
Public Member Functions | |
wide_string_input_adapter (BaseInputAdapter base) | |
std::char_traits< char >::int_type | get_character () noexcept |
using detail::wide_string_input_adapter< BaseInputAdapter, WideCharType >::char_type = char |
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inline |
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inlinenoexcept |