This project implements a Limit Order Book (LOB) in C++. The Limit Order Book is a data structure used in financial markets to keep track of buy and sell orders. It maintains a list of orders with their respective prices and quantities, allowing for efficient matching of buy and sell orders.
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Add Orders: Add new orders to the order book with specified details such as ID, price, quantity, and type (buy/sell).
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Cancel Orders: Cancel existing orders by their ID, removing them from the order book.
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Execute Trades: Execute trades between buy and sell orders based on price-time priority, updating the order book accordingly.
- C++: The project is implemented in C++ programming language, leveraging its efficiency and flexibility.
To use the Limit Order Book:
- Include the
Order.hheader file in your C++ project. - Instantiate a
LimitOrderBookobject. - Use the provided methods (
addOrder,cancelOrder,executeTrades) to manage orders in the order book.