├── .gitignore ├── LICENSE ├── LimitOrder.h ├── Main.cpp ├── OrderBook.cbp ├── OrderBook.cpp ├── OrderBook.depend ├── OrderBook.h ├── OrderBook.layout ├── Parser.h ├── README.md ├── Utils.cpp ├── Utils.h ├── doc ├── ProgrammingTest2015.pdf └── order_book_validation.txt ├── feed.txt ├── feed2.txt └── feed3.txt /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/LICENSE -------------------------------------------------------------------------------- /LimitOrder.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/LimitOrder.h -------------------------------------------------------------------------------- /Main.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/Main.cpp -------------------------------------------------------------------------------- /OrderBook.cbp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/OrderBook.cbp -------------------------------------------------------------------------------- /OrderBook.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/OrderBook.cpp -------------------------------------------------------------------------------- /OrderBook.depend: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/OrderBook.depend -------------------------------------------------------------------------------- /OrderBook.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/OrderBook.h -------------------------------------------------------------------------------- /OrderBook.layout: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/OrderBook.layout -------------------------------------------------------------------------------- /Parser.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/Parser.h -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # OrderBook-TWAP 2 | Programming Test 3 | -------------------------------------------------------------------------------- /Utils.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/Utils.cpp -------------------------------------------------------------------------------- /Utils.h: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/Utils.h -------------------------------------------------------------------------------- /doc/ProgrammingTest2015.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/doc/ProgrammingTest2015.pdf -------------------------------------------------------------------------------- /doc/order_book_validation.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/doc/order_book_validation.txt -------------------------------------------------------------------------------- /feed.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/feed.txt -------------------------------------------------------------------------------- /feed2.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/philipperemy/OrderBook-TWAP/HEAD/feed2.txt -------------------------------------------------------------------------------- /feed3.txt: -------------------------------------------------------------------------------- 1 | --------------------------------------------------------------------------------