A HFT order book written in C++ with a python wrapper
Project description
ghul-orderbook
A HFT order book written in C++ with a python wrapper.
Install
pip install ghul-orderbook
Usage
from ghulorderbook import OrderBook
order_book = OrderBook()
Testing
To run unittests and benchmarks use tox:
pipenv install --dev
pipenv run tox
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Source Distribution
ghul-orderbook-0.0.4.tar.gz
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