The project is built using CMake, so we can build/test/run with portable commands.
Example commands can be found in the CI configuration file.
The code is formatted automatically using clang-format.
A HTML documentation is generated using doxygen.
$> cd ./docs/html/
$> python -m http.server
Some simple benchmarks are included for basic scenarios.
The order book is implemented as a library. The main executables link against this library.
+---------------+
| +^----------------------+
+---> Order Book <-------+ |
| | | | |
| +---------------+ | |
| | |
| | |
| | |
+---------+---+ +-------+--------+ |
| | | | |
| Main | | Tests | +--+-------------+
| | | | | |
+-------------+ +----------------+ | Benchmarks |
| |
+----------------+
- Use the order of the map keys to hit the right limits faster instead of iterating too much
- Send events when trades/cancels happen
- Enforce more invariants eg. unique order IDs
- Better test scenarios, property tests
- structured logging