Limit Order Book
This is an implementation of the limit order book with a price-time priority matching policy for reception of market data streams. There are APIs for C++, C, and Python.
Usage
C++
Simply add include/*.hpp to your C++ project either by copying directly or using git submodules.
C
A C-level API is defined in include/lib_lob.hpp.
Python
The preferred Python installation of limit-order-book is from pip:
pip install limit-order-book
Usage Caveats
Windows
You'll need to install the Visual-Studio 17.0 tools for Windows installation. The Visual Studio Community package provides these tools for free.
Development
Testing
To run all the unit-test suites, run:
make test
C++
To run the C++ unit-test suite, run:
scons test
Python
To run the Python unit-test suite, run:
python -m unittest discover .
Benchmarking
C++
To run the C++ benchmark code, run:
scons benchmark
1 maintainer
Metadata
1 maintainer
Release files for limit-order-book 2.0.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| limit_order_book-2.0.0.tar.gz | 2.1 MB | Details |
Release files / limit_order_book-2.0.0.tar.gz
| Download URL | limit_order_book-2.0.0.tar.gz |
|---|---|
| Size | 2.1 MB |
| Tags | Source |
|
SHA-256 checksum How to use checksums |
9a48a024096c4459263ec11751f82868cb7131c546b76c7cd8634b131415af10
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twine/1.13.0 pkginfo/1.5.0.1 requests/2.21.0 setuptools/46.0.0 requests-toolbelt/0.9.1 tqdm/4.37.0 CPython/3.7.7
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