/CBOE_orderbook

Orderbook maintenance from incremental updates (C++)

Primary LanguageC++

CBOE Orderbook project

This is an orderbook maintenance system that tracks incremental updates for an exchange venue. It prints the 10-most traded stock quantities in the CLI output. The project is compiled with CMake and only makes use of the STL.

Directory structure:

  • `\applications - main programs`
  • `\build/bin - executables`
  • `\src - implementation (.cpp) files
  • `\include` - header (.hpp) files`
## Compilation procedure Modify the build.sh file to add the appropriate CMake generator. I chose "Unix Makefiles" as I work on OS X. On a Linux system, a Ninja generator is likely more suitable.

Execution of main program

Execute main script for running the main program (applications/main.cpp):

./build/bin/main

The terminal output should be:
OIH 5000
SPY 2000
DRYS 1209
ZVZZT 577
AAPL 495
PTR 400
UYG 400
FXP 320
DIA 229
BAC 210

Additional executables can be created in the /applications folder. Please remember to then update the /applications/CMakeLists.txt