├── .gitignore └── limit-order-book ├── .rendered.Pybind_Wrapper.cpp ├── LICENSE.md ├── Pybind_Wrapper.pyd ├── ReadMe.md ├── graphs ├── hist_midprice.pdf ├── midprice.pdf ├── qq_midprice.pdf ├── sizes.pdf └── spread_hist.pdf ├── limit-order-book.sln ├── limit-order-book.vcxproj ├── limit-order-book.vcxproj.filters ├── lob_graphs.py ├── logs └── log.txt └── src ├── Additional.h ├── Book.cpp ├── Book.h ├── Client.cpp ├── Client.h ├── NonConstMap.h ├── Pybind_Wrapper.cpp ├── stdafx.cpp └── stdafx.h /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ragoragino/limit-order-book/HEAD/.gitignore -------------------------------------------------------------------------------- /limit-order-book/.rendered.Pybind_Wrapper.cpp: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/ragoragino/limit-order-book/HEAD/limit-order-book/.rendered.Pybind_Wrapper.cpp 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