HFT-Orderbook

HFT-Orderbook copied to clipboard

Hi: Below test function is not getting run void RunAllTests(void){ CuString *output = CuStringNew(); CuSuite* suite = CuSuiteNew(); CuSuiteAddSuite(suite, HFTLobGetSuite()); CuSuiteRun(suite); CuSuiteSummary(suite, output); CuSuiteDetails(suite, output); printf("%s\n", output->buffer); } Actually program...

shanhashcah

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...

deepbrook

Provide meaningful code example for C implementation

1

Dear nlsdfnbch, Thanks for your work on this library. I had a quick question. The following sequence of orders leads to a raise `NotImplementedError`: ``` from lob import LimitOrderBook, Order...

kvak

Implement tests for C and Python code base. C Tests ------- - [x] TestCreateDummyTree - [x] TestOrderPushing - [x] TestOrderPopping - [x] TestRemoveOrder - [x] TestCreateRoot - [x] TestAddNewLimit -...

deepbrook

Cythonize the C src code and use it in the Python module

deepbrook

initLimit bug, limit->tailOrder not present

dhairyarungta

dhairyarungta

Error in pushToQueue functions, corrections

dhairyarungta