Order Book Fast Algorithm developed by Alan Z. Valencia
Order Book Algorithms are being used by Financial Platforms in Stock Exchanges
If you have any questions, you can email me at alan.valencia@icon.ph
This is an Order Book that I designed to run fast and efficient.
You can download and use it freely.
The source code can be built and run in any Linux and Windows OS.
But for Windows OS, you have to create the Makefile for it. One option is to create a CMakeFile.txt and then run CMake either the CLI or GUI version
I've initially tested it to run in Linux and the Makefile is written for Linux, although I can make a windows verion in the future.
You can use run.sh in Linux to build and run it.
Use the following command in Linux:
sudo sh run.sh
The following compilers have to be installed prior to build:
g++
In Ubuntu Linux run the following to get g++:
sudo apt-get update
sudo apt-get install g++