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 Directory Reference

Directories

directory  build
 
directory  OrderbookTest
 
directory  python_files
 

Files

file  Connection.hpp [code]
 
file  Constants.hpp [code]
 
file  json.hpp [code]
 
file  LevelInfo.hpp [code]
 
file  MatchedOrderDetails.cpp
 Implementation file that includes the MatchedOrderDetails definitions.
 
file  MatchedOrderDetails.hpp [code]
 
file  Net.cpp
 Implements the Net class for a neural network.
 
file  Net.hpp [code]
 Defines the Net class for a neural network.
 
file  NeuralNetwork.cpp
 Implements the NeuralNetwork class for managing and running a neural network.
 
file  NeuralNetwork.hpp [code]
 Defines the NeuralNetwork class for managing and running a neural network.
 
file  Neuron.cpp
 Implements the Neuron class for a neural network.
 
file  Neuron.hpp [code]
 Defines the Neuron class for a neural network.
 
file  Order.cpp
 Implements the Order class for managing order details in a trading system.
 
file  Order.hpp [code]
 Defines the Order class and related types for managing orders in a trading system.
 
file  Orderbook.cpp
 Implements the Orderbook class for managing orders in a trading system.
 
file  Orderbook.hpp [code]
 Defines the Orderbook class for managing orders and trades in a trading system.
 
file  orderbook_pybind.cpp
 
file  OrderbookLevelInfos.cpp
 Implements the OrderbookLevelInfos class, providing access to bid and ask levels.
 
file  OrderbookLevelInfos.hpp [code]
 Defines the OrderbookLevelInfos class for managing bid and ask levels in an orderbook.
 
file  OrderbookSim.cpp
 Contains the main function for simulating an orderbook with random orders.
 
file  OrderDetail.cpp
 Implements the OrderDetail class, providing details of an individual order.
 
file  OrderDetail.hpp [code]
 Defines the OrderDetail class for storing detailed information about individual orders.
 
file  OrderDetailHistory.cpp
 Implements the OrderDetailHistory class, providing functionality to manage and track order history.
 
file  OrderDetailHistory.hpp [code]
 Declares the OrderDetailHistory class for managing order histories and live orders.
 
file  OrderModify.cpp
 Implements the OrderModify class, which provides a way to modify orders and convert modifications into new orders.
 
file  OrderModify.hpp [code]
 Defines the OrderModify class, which encapsulates modifications to an order's details.
 
file  OrderType.hpp [code]
 Defines the OrderType enum and related utility functions for handling different order types.
 
file  Side.hpp [code]
 Defines the Side enum for representing order sides (buy or sell) and utility functions.
 
file  Trade.cpp
 Implements the Trade class, which represents a completed trade with bid and ask details.
 
file  Trade.hpp [code]
 Defines the Trade class, representing a completed trade with bid and ask details.
 
file  TradeInfo.hpp [code]
 Defines the TradeInfo struct, which holds essential information for a trade.
 
file  TrainingData.cpp
 Implements the TrainingData class, which handles reading and parsing training data for neural network training.
 
file  TrainingData.hpp [code]
 Declares the TrainingData class, which is responsible for reading and parsing training data from a file.
 
file  Usings.hpp [code]
 Defines type aliases commonly used in the trading system.