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).
pch.h
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1 
9 #pragma once
10 
12 #include "gtest/gtest.h"
13 
15 #include <filesystem>
16 #include <iostream>
17 #include <fstream>