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Branch: master
Commits on Apr 14, 2019
  1. Exe: create proper CLI app

    runeksvendsen committed Apr 14, 2019
    Move hardcoded filenames/options into command line app.
Commits on Apr 13, 2019
  1. Exe: print edge count

    runeksvendsen committed Apr 13, 2019
Commits on Apr 12, 2019
  1. Fix tests failing because of venue string

    runeksvendsen committed Apr 12, 2019
    Changing the format of the venue string in "OrderBook.Graph.Match.subtractMatchedQty"
    made tests fail because venue strings didn't match.
    Fix this by completely ignoring the venue string, ie. only looking at quantities and prices.
  2. Match: data structures + helpers in separate module

    runeksvendsen committed Apr 12, 2019
  3. Match: implement limit order matching

    runeksvendsen committed Apr 12, 2019
    Ie. stop execution when either a given quantity or slippage is reached.
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