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Kautenja Limit Order Book Versions
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A C++ and Python implementation of the limit order book.
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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
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