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).
OrderbookSim
Usings.hpp
Go to the documentation of this file.
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#pragma once
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#include <numeric>
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#include <vector>
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#include <cstdint>
// Provides fixed-width integer types like int32_t, uint32_t, uint64_t
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using
Price
= std::int32_t;
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using
Quantity
= std::uint32_t;
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using
OrderId
= std::uint64_t;
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using
OrderIds
= std::vector<OrderId>;
Price
std::int32_t Price
Represents the price of an order or trade.
Definition:
Usings.hpp:21
Quantity
std::uint32_t Quantity
Represents the quantity or volume of assets in an order or trade.
Definition:
Usings.hpp:29
OrderIds
std::vector< OrderId > OrderIds
A collection of unique order identifiers.
Definition:
Usings.hpp:45
OrderId
std::uint64_t OrderId
Represents a unique identifier for an order.
Definition:
Usings.hpp:37
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