Trading-Platform

This project aims to analyze large order book datasets from financial markets to extract meaningful insights and patterns. The project prioritizes clean code, efficient data structures, and modular design for maintainability and scalability.

1. Enum for Order Type:

• An enum is used to represent the orderType attribute, limiting its possible values to "bid" and "ask".
• This enum is defined in a dedicated header file (e.g., OrderBookEnums.h) to improve code organization and reusability.

2. OrderBookEntry Class:

• A dedicated class, OrderBookEntry, is implemented to represent individual entries in the order book.
• The class definition resides in OrderBookEntry.h, while its member functions are implemented in OrderBookEntry.cpp.
• This separation promotes encapsulation and makes the code easier to understand and maintain.

3. Vector for Data Storage:

• Given the large dataset, we utilize the std::vector container for efficient storage and access of OrderBookEntry objects.

4. Function Refactoring:

• Functions previously defined in merkelMain.h are moved to separate header and implementation files (e.g., OrderBookUtils.h and OrderBookUtils.cpp).
• This refactoring promotes code modularity and reduces the complexity of individual files.