Description:

limitorderbook 2.0.0

Limit Order Book






This is an implementation of the limit order book with a price-time priority
matching policy for reception of market data streams. There are APIs for C++,
C, and Python.
Usage
C++
Simply add include/*.hpp to your C++ project either by copying
directly or using git submodules.
C
A C-level API is defined in include/lib_lob.hpp.
Python
The preferred Python installation of limit-order-book is from pip:
pip install limit-order-book

Usage Caveats
Windows
You'll need to install the Visual-Studio 17.0 tools for Windows installation.
The Visual Studio Community
package provides these tools for free.
Development
Testing
To run all the unit-test suites, run:
make test

C++
To run the C++ unit-test suite, run:
scons test

Python
To run the Python unit-test suite, run:
python -m unittest discover .

Benchmarking
C++
To run the C++ benchmark code, run:
scons benchmark

License

For personal and professional use. You cannot resell or redistribute these repositories in their original state.

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