├── .gitignore ├── CMakeLists.txt ├── LICENSE ├── README.md ├── lob.py ├── orderbook_tests.py └── src ├── CuTest.c ├── CuTest.h ├── bst.c ├── datastructs.c ├── hftlob.h ├── limits.c ├── main.c ├── orders.c ├── testCases.c └── utils.c /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/.gitignore -------------------------------------------------------------------------------- /CMakeLists.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/CMakeLists.txt -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/README.md -------------------------------------------------------------------------------- /lob.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/lob.py -------------------------------------------------------------------------------- /orderbook_tests.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/orderbook_tests.py -------------------------------------------------------------------------------- /src/CuTest.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/CuTest.c -------------------------------------------------------------------------------- /src/CuTest.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/CuTest.h -------------------------------------------------------------------------------- /src/bst.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/bst.c -------------------------------------------------------------------------------- /src/datastructs.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/datastructs.c -------------------------------------------------------------------------------- /src/hftlob.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/hftlob.h -------------------------------------------------------------------------------- /src/limits.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/limits.c -------------------------------------------------------------------------------- /src/main.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/main.c -------------------------------------------------------------------------------- /src/orders.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/orders.c -------------------------------------------------------------------------------- /src/testCases.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/testCases.c -------------------------------------------------------------------------------- /src/utils.c: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Crypto-toolbox/HFT-Orderbook/HEAD/src/utils.c --------------------------------------------------------------------------------