A fast limit order book implementation in Python.
Inspired by voyager's winning entry in the 2011 quantcup.org competition
See the Go version here: https://github.com/kmanley/gorderbook
A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go version)
A fast limit order book implementation in Python.
Inspired by voyager's winning entry in the 2011 quantcup.org competition
See the Go version here: https://github.com/kmanley/gorderbook
A fast limit order book implementation in Python, inspired by voyager's winning 2011 QuantCup entry. (Also see kmanley/gorderbook, the Go version)