├── .gitignore ├── CMakeLists.txt ├── LICENSE.txt ├── README.md ├── include ├── book │ ├── bbo_listener.h │ ├── callback.h │ ├── comparable_price.h │ ├── depth.h │ ├── depth_constants.h │ ├── depth_level.h │ ├── depth_listener.h │ ├── depth_order_book.h │ ├── logger.h │ ├── order.h │ ├── order_book.h │ ├── order_book_listener.h │ ├── order_listener.h │ ├── order_tracker.h │ ├── trade_listener.h │ ├── types.h │ └── version.h ├── latency │ └── clock_gettime.h ├── simple │ ├── simple_order.h │ └── simple_order_book.h └── stdafx.h ├── src ├── CMakeLists.txt ├── latency_order_book.cpp ├── perf_order_book.cpp └── simple_order.cpp └── test ├── CMakeLists.txt ├── unit ├── changed_checker.h ├── depth_check.h └── ut_utils.h ├── ut_all_or_none.cpp ├── ut_bbo_order_book.cpp ├── ut_depth.cpp ├── ut_immediate_or_cancel.cpp ├── ut_listeners.cpp ├── ut_market_price.cpp ├── ut_order_book.cpp ├── ut_order_book_shared_ptr.cpp └── ut_stop_orders.cpp /.gitignore: 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