├── .clang-format ├── CMakeLists.txt ├── Constants.h ├── ExchangeRules.h ├── LICENCE ├── LevelInfo.h ├── LiveMarketData.cpp ├── MarketDataFeed.h ├── Order.h ├── OrderBook.h ├── OrderModify.h ├── OrderType.h ├── README.md ├── Trade.h ├── Types.h └── tests.cpp /.clang-format: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/.clang-format -------------------------------------------------------------------------------- /CMakeLists.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/CMakeLists.txt -------------------------------------------------------------------------------- /Constants.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/Constants.h -------------------------------------------------------------------------------- /ExchangeRules.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/ExchangeRules.h -------------------------------------------------------------------------------- /LICENCE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/LICENCE -------------------------------------------------------------------------------- /LevelInfo.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/LevelInfo.h -------------------------------------------------------------------------------- /LiveMarketData.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/LiveMarketData.cpp -------------------------------------------------------------------------------- /MarketDataFeed.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/MarketDataFeed.h -------------------------------------------------------------------------------- /Order.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/Order.h -------------------------------------------------------------------------------- /OrderBook.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/OrderBook.h -------------------------------------------------------------------------------- /OrderModify.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/OrderModify.h -------------------------------------------------------------------------------- /OrderType.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/OrderType.h -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/README.md -------------------------------------------------------------------------------- /Trade.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/Trade.h -------------------------------------------------------------------------------- /Types.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/Types.h -------------------------------------------------------------------------------- /tests.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/SLMolenaar/orderbook-simulator-cpp/HEAD/tests.cpp --------------------------------------------------------------------------------