Port of winning www.quantcup.org competition entry (implementing a fast stock exchange matching engine for an HFT bot) from C to Go
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.gitignore
.travis.yml
README.md
engine.go
engine_test.go
limits.go
main.go
score_feed.go
types.go

README.md

Go Limit Order Book

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Port of winning www.quantcup.org competition entry (implementing a fast stock exchange matching engine for an HFT bot) from C to Go. Emphasis on Go language features and style over raw performance.