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Add struct and API for books #20

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deepbrook opened this issue Sep 1, 2018 · 0 comments
Open
5 tasks

Add struct and API for books #20

deepbrook opened this issue Sep 1, 2018 · 0 comments
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@deepbrook
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enhancement help wanted

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We currently only provide the basic structs to build an HFT book. The following functions should be added to ease usage of this lib:

  • Book struct and typedef, managing bids and asks, as well as limit and order_id maps.
  • addOrderToBook Function
  • removeOrderFromBook Function
  • replaceOrderInBook Function
  • Tests for these methods and structs in the CuTest test suite.
@deepbrook deepbrook self-assigned this Sep 1, 2018
deepbrook pushed a commit that referenced this issue Sep 1, 2018
#20 - Add Book Struct and add/remove functions.
e06d3a8 
There were also changes to return types of the
removeLimit(), addNewLimit() and limitExists()
functions - they return pointers, instead of integers
now. Tests have been updated accordingly.
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