├── .gitignore ├── PERFORMANCE.md ├── README.md ├── README_ORDER_ENTRY.md ├── doc ├── Images │ ├── MarketApplication.png │ └── MarketApplication.svg └── settAug2013 │ ├── images │ ├── Left.png │ ├── Middle.png │ ├── OCILogo.png │ ├── Right.png │ └── SETT.png │ ├── liquibook_sett.html │ ├── settAug2013_files │ ├── ExampleExchange.png │ ├── Exchange.png │ ├── ExchangeUML.png │ ├── OrderBookUML.png │ └── paper.css │ └── styles │ └── SETT.css ├── env.sh ├── examples ├── .gitignore ├── depth_feed_publisher │ ├── .gitignore │ ├── asio_safe_include.h │ ├── depth_feed_connection.cpp │ ├── depth_feed_connection.h │ ├── depth_feed_publisher.cpp │ ├── depth_feed_publisher.h │ ├── depth_feed_publisher.mpc │ ├── depth_feed_subscriber.cpp │ ├── depth_feed_subscriber.h │ ├── example_order_book.cpp │ ├── example_order_book.h │ ├── exchange.cpp │ ├── exchange.h │ ├── order.cpp │ ├── order.h │ ├── publisher_main.cpp │ ├── sleep.h │ ├── subscriber_main.cpp │ ├── template_consumer.cpp │ ├── template_consumer.h │ └── templates │ │ ├── ComplexTemplates.xml │ │ ├── Simple.xml │ │ └── depth.xml └── mt_order_entry │ ├── Market.cpp │ ├── Market.h │ ├── Order.cpp │ ├── Order.h │ ├── OrderFwd.h │ ├── TestOneAonBidTwoAsk.script │ ├── Util.cpp │ ├── Util.h │ ├── mt_order_entry.mpc │ ├── mt_order_entry_main.cpp │ ├── order_entry.script │ └── teststoporders.script ├── license.txt ├── liquibook.features ├── liquibook.mwc ├── mpc.bat ├── mpc ├── liquibook.mpb ├── liquibook_book.mpb ├── liquibook_exe.mpb ├── liquibook_lib.mpb ├── liquibook_simple.mpb └── liquibook_test.mpb ├── noQuickFAST └── QuickFASTApplication.mpb ├── pt_run.bat ├── src ├── book │ ├── bbo_listener.h │ ├── callback.h │ ├── comparable_price.h │ ├── depth.h │ ├── depth_constants.h │ ├── depth_level.h │ ├── depth_listener.h │ ├── depth_order_book.h │ ├── liquibook.mpc │ ├── logger.h │ ├── main.cpp │ ├── order.h │ ├── order_book.h │ ├── order_book_listener.h │ ├── order_listener.h │ ├── order_tracker.h │ ├── trade_listener.h │ ├── types.h │ └── version.h ├── liquibook_export.h └── simple │ ├── liquibook_simple.mpc │ ├── simple_order.cpp │ ├── simple_order.h │ └── simple_order_book.h ├── test ├── .gitignore ├── latency │ ├── clock_gettime.h │ ├── liquibook_latency.mpc │ └── lt_order_book.cpp ├── perf │ ├── liquibook_perf.mpc │ └── pt_order_book.cpp └── unit │ ├── changed_checker.h │ ├── depth_check.h │ ├── liquibook_unit.mpc │ ├── ut_all_or_none.cpp │ ├── ut_bbo_order_book.cpp │ ├── ut_depth.cpp │ ├── ut_immediate_or_cancel.cpp │ ├── ut_listeners.cpp │ ├── ut_main.cpp │ ├── ut_market_price.cpp │ ├── ut_order_book.cpp │ ├── ut_order_book_shared_ptr.cpp │ ├── ut_stop_orders.cpp │ └── ut_utils.h ├── ut_run.bat ├── web ├── css │ ├── bootstrap-responsive.min.css │ ├── bootstrap.min.css │ └── liquibook.css ├── easy.html ├── fast.html ├── flexible.html ├── fluid.html ├── get-started.html ├── img │ ├── glyphicons-halflings-white.png │ └── glyphicons-halflings.png ├── index.html ├── js │ ├── 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