HFT-Orderbook
Limit book
An implementation of a limit order book data structure for high-frequency trading in C.
Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C
1k stars
49 watching
258 forks
Language: C
last commit: 12 months ago
Linked from 1 awesome list
avl-treebstcdoubly-linked-listhigh-frequency-tradinglimit-order-bookorder-managementorderbookpython3self-balancing-trees
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