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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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Files | |
| file | pch.cpp |
| Source file for precompiled header. | |
| file | pch.h [code] |
| Precompiled header file for commonly used libraries and headers. | |
| file | test.cpp |
1.9.1