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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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Defines type aliases commonly used in the trading system. More...
#include <numeric>#include <vector>#include <cstdint>Go to the source code of this file.
Typedefs | |
| using | Price = std::int32_t |
| Represents the price of an order or trade. More... | |
| using | Quantity = std::uint32_t |
| Represents the quantity or volume of assets in an order or trade. More... | |
| using | OrderId = std::uint64_t |
| Represents a unique identifier for an order. More... | |
| using | OrderIds = std::vector< OrderId > |
| A collection of unique order identifiers. More... | |
Defines type aliases commonly used in the trading system.
This file provides convenient type definitions for key data types such as Price, Quantity, and OrderId. These aliases improve code readability and maintainability throughout the codebase.
Represents a unique identifier for an order.
Defined as a 64-bit unsigned integer, allowing for a large range of unique identifiers.
A collection of unique order identifiers.
Represents a vector of OrderId values, useful for managing groups of orders.
Represents the price of an order or trade.
Defined as a 32-bit signed integer. Price values can be positive or negative.
Represents the quantity or volume of assets in an order or trade.
Defined as a 32-bit unsigned integer, as quantities cannot be negative.
1.9.1