This is my sample code for "Order Book" programming problem available at http://www2.rgmadvisors.com/public/problems/orderbook/ A solution to the original problem is located in text-input directory. How to build: $ make clean; make release How to run (download pricer.in first from the website mentioned above): $ cat pricer.in | ./pricer 200 > pricer.out.200 or $ ./pricer 200 max-messages pricer.in > pricer.out.200 here max-messages is how many data lines will be read (-1 for reading until EOF) However, I've written a converter to transform incoming input data to a binary form which can be read much faster. So, binary-input contains the pricer_transform program and the pricer program which is modified for reading binary data To run, first $make transform (which will build pricer_transform program and run it on pricer.in input file) Then $ make clean; make release How to run (download pricer.in first from the website mentioned above): $ ./pricer 200 -1 pricer.in.bin > pricer.out.200 And this will run about 3 times faster than original text-input version