Overview

OrderBook is simplified order book(no way). Functionality:

• Post of orders(only good-till-cancel)
• Cancellation of order by its id.
• Getting data of order by its id.
• Orders merging.
• Getting of market data snapshot. Order data are aggregated and sorted in ascending order.

Requirements

• [Required] - Boost (1.64 or newer).
• [Required] - pthread(Linux only).

Windows build

- git clone [email protected]:reficul0/OrderBook.git
- mkdir build && cd build
- cmake -A %platform% -G "Visual Studio 15 2017" ..
- cmake --build .

Linux build

$ git clone [email protected]:reficul0/OrderBook.git
$ mkdir build && cd build
$ cmake ..
$ cmake --build .

System Compatibility

OS	Compiler	Status
Windows	msvc15	✅ Working
Linux	gcc	✅ Working