handayu / MatchingEngine

Implementation of a simple matching engine and an order book for a stock exchange

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MatchingEngine

Implemented a Matching engine and an orderbook for a specific product for a stock exchange. Also implemented a test class that displays the full functionality of the Matching Engine.

The Matching Engine processes adding and canceling limit orders and executes trade when there is a cross in the Orderbook.

Instructions Compiling and running main.cpp would output all the test cases, demonstrating the full functionality

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Implementation of a simple matching engine and an order book for a stock exchange


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