├── .gitignore ├── CMakeLists.txt ├── Generate_Orders ├── GenerateOrders.cpp ├── GenerateOrders.hpp └── initialOrders.txt ├── LICENSE ├── Limit_Order_Book ├── Book.cpp ├── Book.hpp ├── Limit.cpp ├── Limit.hpp ├── Order.cpp └── Order.hpp ├── Process_Orders ├── OrderPipeline.cpp ├── OrderPipeline.hpp ├── data_visualisation.py └── order_processing_times.csv ├── README.md ├── figures ├── 3D.png ├── AVLTreeBalances.png ├── ExecutedOrders.png ├── LatencyHistogram.png ├── OrderTypeLatencies.png ├── OrderTypes.png ├── architecture.png └── exchange.png ├── main.cpp └── test ├── CMakeLists.txt ├── ExampleOrdersTests.cpp └── LimitOrderBookTests.cpp /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/brprojects/Limit-Order-Book/HEAD/.gitignore -------------------------------------------------------------------------------- /CMakeLists.txt: -------------------------------------------------------------------------------- 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