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Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

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Name		Name	Last commit message	Last commit date
Latest commit History 162 Commits
src		src
temp		temp
.gitignore		.gitignore
CMakeLists.txt		CMakeLists.txt
LICENSE		LICENSE
README.md		README.md
docx.txt		docx.txt
example_usage.py		example_usage.py
lob.py		lob.py
orderbook_tests.py		orderbook_tests.py

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README

HFT-OrderBook

install

compile using MSVC tool chain

mkdir build
cd build
cmake ..
cmake --build .

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Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

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C 66.0%
Python 31.2%
C++ 2.3%
CMake 0.5%