-
orders.csv
file with the following format:ClientOrderID,Instrument,BuyOrSell,Shares,Limit
- Navigate to the Project Directory.
- Create a Build Directory.
mkdir build cd build
- Run CMake to Configure the Project.
cmake ..
- Compile the Project with Make.
make
- Run the Executable
./orderbook
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
- ClientOrderID :
std::string
- OrderID :
int
- Instrument :
std::string
- BuyOrSell :
bool
{BUY -1
| SELL -0
} - ExecStatus :
std::string
- Quantity :
int
- Price :
double