├── .clang-format ├── .conan └── profiles │ ├── arch │ ├── x64 │ └── x86 │ ├── clang │ └── 15 │ │ ├── compiler │ │ ├── x64-libc++-debug │ │ └── x64-libc++-release │ ├── compiler │ ├── clang │ ├── gcc │ └── msvc │ ├── config │ ├── debug │ └── release │ ├── cpp │ └── 20 │ ├── gcc │ └── 12 │ │ ├── compiler │ │ ├── x64-libstdc++11-debug │ │ └── x64-libstdc++11-release │ ├── msvc │ └── 193 │ │ ├── compiler │ │ ├── x64-debug │ │ └── x64-release │ ├── os │ └── current │ └── stl │ ├── libc++ │ └── libstdc++11 ├── .conanrc ├── .github └── workflows │ └── cmake.yml ├── .gitignore ├── .vscode ├── c_cpp_properties.json ├── launch.json ├── settings.json └── tasks.json ├── CMakeLists.txt ├── LICENSE ├── README.md ├── assets └── images │ └── heisenberg_photo.jpg ├── cmake ├── clang_format.cmake └── cpp_crypto_algos_config.hpp.in ├── conanfile.txt ├── requirements.txt ├── resources ├── ComputationalFinanceInCPPWithDomainArchitectures.pdf ├── MLInvestmentMethodology.pptx ├── UniqueOptionPricingMeasureWithNeitherDynamicHedging_nor_CompleteMarkets.pdf ├── optimising_c_code_for_low_latency__1659984565.pdf └── qanda.pdf ├── src ├── .clang-format ├── CMakeLists.txt ├── algo.hpp ├── apps │ ├── CMakeLists.txt │ ├── algo │ │ ├── CMakeLists.txt │ │ └── algo.cpp │ ├── execute_order │ │ ├── CMakeLists.txt │ │ └── execute_order.cpp │ ├── experiment │ │ ├── CMakeLists.txt │ │ └── experiment.cpp │ └── streamer │ │ ├── CMakeLists.txt │ │ └── streamer.cpp ├── cc_damped_mr.hpp ├── cc_kaufman.hpp ├── cc_simple_mr.hpp ├── cc_trade_handler.hpp ├── cc_trade_stream.hpp ├── ccex_order_executor.hpp ├── enum.hpp ├── exchange.hpp ├── order_executor.hpp ├── order_type.hpp ├── program_options.hpp ├── side.hpp ├── trade_data.hpp ├── trade_stream.hpp ├── trade_stream_exception.hpp ├── trade_stream_maker.hpp ├── utils.hpp └── wscc_trade_stream.hpp ├── talks ├── antony │ ├── C++20 Techniques For Algorithmic Trading.pdf │ └── README.md ├── jahan │ └── README.md ├── rainer │ ├── Concepts │ │ ├── Concepts.pdf │ │ ├── account1.cpp │ │ ├── account2.cpp │ │ ├── account3.cpp │ │ ├── account4.cpp │ │ ├── account5.cpp │ │ └── account6.cpp │ ├── ExtendPythonWithCpp │ │ ├── Embed │ │ │ ├── myMath.py │ │ │ └── runPythonFunction.c │ │ ├── Extend │ │ │ ├── Native │ │ │ │ └── setup.py │ │ │ ├── SWIG │ │ │ │ ├── helloWorld.c │ │ │ │ ├── helloWorld.h │ │ │ │ ├── helloWorld.i │ │ │ │ └── setup.py │ │ │ ├── SharedLibrary │ │ │ │ ├── helloWorld.c │ │ │ │ ├── helloWorld.h │ │ │ │ └── main.c │ │ │ └── pybind11 │ │ │ │ ├── function.cpp │ │ │ │ └── human.cpp │ │ └── ExtendEmbedC++Python.pdf │ ├── README.md │ └── Ranges │ │ ├── Ranges.pdf │ │ ├── begin.cpp │ │ ├── rangesAccess.cpp │ │ ├── rangesComposition.cpp │ │ ├── rangesEntireContainer.cpp │ │ ├── rangesFilterTransform.cpp │ │ ├── rangesLazy.cpp │ │ └── sortRanges.cpp └── richard │ └── README.md └── windows.md /.clang-format: -------------------------------------------------------------------------------- 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