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Implement OrderBook matching algorithm #9

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fnorman opened this issue Oct 17, 2023 · 0 comments
Open

Implement OrderBook matching algorithm #9

fnorman opened this issue Oct 17, 2023 · 0 comments

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@fnorman
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fnorman commented Oct 17, 2023

This issue tackles the matching algorithm of the Limit Order Book. For now, let's do a naive implementation of the Price/time priority algorithm. You can use this implementation as an example.
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@fnorman