Orderbook Project

Overview

The Orderbook Project is a C++ application simulating a financial order book. It manages buy and sell orders, matches them according to their prices, and keeps track of trades. The application supports two types of orders: Good Till Cancel (GTC) and Fill and Kill (FOK).

Features

• Order Management: Add, modify, and cancel orders.
• Order Matching: Matches buy and sell orders based on price.
• Trade Execution: Executes trades and updates order quantities.
• Order Types: Supports Good Till Cancel (GTC) and Fill and Kill (FOK) orders.
• Orderbook Levels: Retrieves bid and ask levels with their respective quantities.

Files

• include/Order.h: Header file for the Order class and related enums and type definitions.
• include/Orderbook.h: Header file for the Orderbook class and related type definitions.
• include/Trade.h: Header file for the Trade class and related structures.
• src/Order.cpp: Implementation of Order class methods.
• src/Orderbook.cpp: Implementation of Orderbook class methods.
• src/Trade.cpp: Implementation of Trade class methods.
• main.cpp: Main entry point for the application.

Getting Started

Prerequisites

• C++20 compatible compiler (e.g., g++, clang++)
• CMake (if using CMake for building the project)

Building the Project

Using CMake

1. Clone the repository

Create a build directory:

mkdir build cd build

Configure and build the project:

cmake .. make

Run the executable:

./OrderbookProject

Without CMake

Alternatively, you can compile the project using g++:

g++ -std=c++20 -Iinclude src/Order.cpp src/Trade.cpp src/Orderbook.cpp main.cpp -o orderbook ./orderbook