Comments (5)
The C implementation is fully tested and working as expected - the python implementation, however, is not. I recommend using the C implementation.
from hft-orderbook.
Have you got some samples in C on how to consume your orderbook implementation?
from hft-orderbook.
@cofibit I can help you offline. You have an email?
from hft-orderbook.
@tcccapinfo cool e-mail me at [email protected] thanks
from hft-orderbook.
@tcccapinfo I am also trying to understand how to use this.
If I have Limit *root
as the root of the tree, and I want to add Order* order
to the tree, how do I do so?
I believe I have to use pushOrder(Limit *limit, Order *newOrder)
but how do I get limit
(the Limit
where limitPrice
== newOrder->limit
)? Does it require an additional function to iterate through the tree and find limit
? My email is [email protected] if email is preferred.
from hft-orderbook.
Related Issues (16)
- Removing an order does not invoke delete() call
- Whats is the HFT-Orderbook's main use ? HOT 5
- Better documentation HOT 6
- Understanding how to query the book efficiently HOT 3
- Question: Why not use FastAVLTree from bintrees? HOT 1
- Getting "NotImplementedError" in method balance_grandpa HOT 2
- Provide meaningful code example for C implementation HOT 1
- balance wrong property HOT 2
- Add struct and API for books
- Unable to run HFT-Orderbook code
- Matching Algorithm & Order Updating Question HOT 1
- Implement HashMap for Order/Limit referencing HOT 2
- Spellcheck All the things! HOT 1
- Add Cython Bindings for C Code in Python Implementation
- Provide Test Suite for C and Python
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