Hi, thank you for looking at my project. Sadly the documentation is missing but that's OK since nobody is going to use it anyway.
The basic idea was to create a market book which is:
- performant
- cache friendly
- space efficient
- suitable for both local processing and inter-process exchange
The result is a class which implements behaviours of a market book, but only implements the very basic parts of its representation. The class is meant to be used inherited, where derived class handles actual data storage. An example of such class is provided in the unit tests.