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Add struct and API for books #20
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deepbrook
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Sep 1, 2018
There were also changes to return types of the removeLimit(), addNewLimit() and limitExists() functions - they return pointers, instead of integers now. Tests have been updated accordingly.
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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
FunctionremoveOrderFromBook
FunctionreplaceOrderInBook
FunctionThe text was updated successfully, but these errors were encountered: