Crypto-toolbox/HFT-Orderbook

Add struct and API for books

deepbrook opened this issue · 0 comments

deepbrook commented

We currently only provide the basic structs to build an HFT book. The following functions should be added to ease usage of this lib:

  • Book struct and typedef, managing bids and asks, as well as limit and order_id maps.
  • addOrderToBook Function
  • removeOrderFromBook Function
  • replaceOrderInBook Function
  • Tests for these methods and structs in the CuTest test suite.