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enewhuis / liquibook

Modern C++ order matching engine

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Purpose of #if defined LIQUIBOOK_ORDER_KNOWS_CONDITIONS

brucetrask opened this issue · comments

commented

Hello,

I was working through the code and was just wondering what the purpose of the macro LIQUIBOOK_ORDER_KNOWS_CONDITIONS was. I understand there is some notion of whether the order knows its conditions, but was wondering why the order would not know that.