order_book.hpp File Reference

订单簿实现 More...

#include <map>
#include <list>
#include <unordered_map>
#include <vector>
#include <functional>
#include <optional>
#include "app/model/order.hpp"

Include dependency graph for order_book.hpp:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	fix40::Trade
	成交记录 More...
struct	fix40::PriceLevel
	价格档位 More...
class	fix40::OrderBook
	订单簿 More...

Namespaces
namespace	fix40

Detailed Description

订单簿实现

管理单个合约的买卖盘，实现价格优先、时间优先的撮合逻辑。