omartgabr / limitorderbook

This project harnesses the efficiency and flexibility of the C++ programming language to implement a Limit Order Book, ensuring fast order processing and optimal resource utilization in managing buy and sell orders within financial markets.

Limit Order Book

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.

Features

• Add Orders: Add new orders to the order book with specified details such as ID, price, quantity, and type (buy/sell).

• Cancel Orders: Cancel existing orders by their ID, removing them from the order book.

• Execute Trades: Execute trades between buy and sell orders based on price-time priority, updating the order book accordingly.

Technologies Used

• C++: The project is implemented in C++ programming language, leveraging its efficiency and flexibility.

Usage

To use the Limit Order Book:

1. Include the Order.h header file in your C++ project.
2. Instantiate a LimitOrderBook object.
3. Use the provided methods (addOrder, cancelOrder, executeTrades) to manage orders in the order book.