├── .gitignore ├── .project ├── .pydevproject ├── LICENSE.md ├── README.md ├── setup.cfg ├── setup.py ├── src ├── PyLOB │ ├── __init__.py │ ├── active_orders.sql │ ├── best_quotes.sql │ ├── best_quotes_order.sql │ ├── cancel_order.sql │ ├── find_order.sql │ ├── insert_order.sql │ ├── insert_trade.sql │ ├── limit1.sql │ ├── matches.sql │ ├── modify_order.sql │ ├── orderbook.py │ ├── select_trades.sql │ ├── set_lastprice.sql │ └── volume_at_price.sql ├── create_lob.sql ├── example.py ├── lob.db └── lob.html └── wikipics ├── lob_example.jpg └── lob_list.jpg /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DrAshBooth/PyLOB/HEAD/.gitignore -------------------------------------------------------------------------------- /.project: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/DrAshBooth/PyLOB/HEAD/.project 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