Run

CMake tool for VScode

Via command line:

cmake -DCMAKE_BUILD_TYPE=Release -B build && cd build/ && cmake --build . && ./sq && cd -

No external libs needed.

Notes & tricks

Check the bytes: hexdump -Cv data/ticks.raw | head -n 30

Compare result file with expected: diff -s --strip-trailing-cr <(head -n 2000 data/rad_result.csv) data/ticks_result_sample.csv

Logs & run time (best of 5)

Debug:

184612 microseconds
1.15074 microseconds per tick

Release:

13965.938000 microseconds
0.087054 microseconds per tick

Todo

• Extract Orderbook to a new file
• Consider sorting orders based on order id