Add struct and API for books

Crypto-toolbox / HFT-Orderbook

Limit Order Book for high-frequency trading (HFT), as described by WK Selph, implemented in Python3 and C

MIT License

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Open deepbrook opened 6 years ago

deepbrook commented 6 years ago

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.