├── .gitignore ├── Makefile ├── README.md ├── __init__.py ├── bin ├── __init__.py ├── benchmark.py ├── script_runner.py └── threaded_script.py ├── database ├── __init__.py ├── dbInit.py ├── mongoHelper.py └── settings.py ├── files.txt ├── lib ├── __init__.py ├── src │ ├── __init__.py │ ├── limitOrder.py │ ├── order.py │ ├── orderBook.py │ ├── orderStatus.py │ └── orderTree.py └── utils │ ├── __init__.py │ ├── commons.py │ ├── transactions.py │ └── treeIterator.py ├── main.py ├── mongodb_init.sh ├── queues ├── __init__.py ├── queueType.py └── workerQueue.py ├── requirements.txt ├── sample_data ├── largeOrder600K.txt ├── sample_problem.dat └── simple_order.dat ├── settings.py ├── setup.py ├── test ├── __init__.py ├── testComplexTrades.py ├── testLimitOrder.py ├── testOrder.py ├── testOrderBook.py ├── testOrderTree.py └── testSampleProblem.py └── thread_result ├── thread_1.txt ├── thread_2.txt ├── thread_3.txt └── thread_4.txt /.gitignore: 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