kandeeban15 / OrderBook

OrderBook

Prerequisites

1. orders.csv file with the following format:

   ClientOrderID,Instrument,BuyOrSell,Shares,Limit

Instructions to Setup

1. Navigate to the Project Directory.
2. Create a Build Directory.

   mkdir build
   cd build

3. Run CMake to Configure the Project.

   cmake ..   

4. Compile the Project with Make.

   make

5. Run the Executable

   ./orderbook

Output

processed_orders.csv file with the following content in the project root directory:

ClientOrderID,OrderID,Instrument,BuyOrSell,ExecStatus,Quantity,Price

Data Types of each Field

1. ClientOrderID : std::string
2. OrderID : int
3. Instrument : std::string
4. BuyOrSell : bool {BUY - 1 | SELL - 0}
5. ExecStatus : std::string
6. Quantity : int
7. Price : double