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JuliaFinance / MarketObservables.jl

Provides standard types for financial markets
MIT License
5 stars 3 forks source link

[WIP] Orderbook #3

Closed femtotrader closed 5 years ago

femtotrader commented 5 years ago

This is just a quick copy/paste of quite old code of a private project... some cleanup is required but it can be a first start.

roshii commented 5 years ago

It's all a WIP for now. Let just build on it !