ridulfo/order-matching-engine
400k orders per second at a 2.5 μs (avg.) latency order matching engine in python
PythonMIT
Issues
- 0
have question
#7 opened by vahidalvandi - 3
not accumulated volumes
#2 opened by marmooli - 2
sorting problem in orderbook (?)
#3 opened by marmooli - 0
Change to a generator
#4 opened by ridulfo - 0
Use sorted dict for orders
#1 opened by ridulfo