This library is for learning purposes. It's based on the repository.

TODO

• Introduce full Limit Order Book with a minimal set of files.
• Create benchmarks for performance when doing matching against NASDAQ-ITCH open datasets.
• Use CppTrader for benchmarking.
• Unit Tests
• Logger timing and comparisons.
• Using much it increases using atomic_queue?
• Thread safety? Compare to orderbook
• pybind11 for Python API
• Concurrency?