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Published 20 hours ago • verified publisher icon Crypto-toolbox

Add struct and API for books

Open deepbrook opened this issue 6 years ago • 0 comments

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 typedef, managing bids and asks, as well as limit and order_id maps.
  • [ ] addOrderToBook Function
  • [ ] removeOrderFromBook Function
  • [ ] replaceOrderInBook Function
  • [ ] Tests for these methods and structs in the CuTest test suite.

deepbrook avatar Sep 01 '18 13:09 deepbrook