Kautenja Limit Order Book Versions Save

A C++ and Python implementation of the limit order book.

1.1.0

4 years ago
  • add a clear function that removes all orders from a LimitOrderBook object
    • python binding too

1.1.2

4 years ago
  • add some missing test cases
  • add some documentation

1.1.4

4 years ago
  • pass by reference instead of by value

1.1.3

4 years ago
  • copying is disabled for Order and Limit objects

1.1.1

4 years ago
  • fix issue where incoming limit orders (that are actually market orders) weren't matching properly with sitting orders

1.0.1

4 years ago
  • add vendor code to the manifest

1.0.0

4 years ago
  • C++ and Python ctypes API