Orderbook written in c++

This is to record my learning journey in finance application, orders. Please comeby and give me some advise.

features roadmap

• support overfill checking
• multithreading
• gui interface
• database (MySQL, Redis)
• add thirdparty specification on data porting

Supported order types

• Fill and Kill (fill whatever quantity it can and kill the order) (IOC)
• Fill or Kill (fill all quantity or none, then kill immediately) (AON, IOC)
• Good till Cancel (remain active until filled or cancelled)
• Good for Day (fill until the end of the trading day)
• Market (fill at best available price)
• Limit (fill at specific price)

Build procedure

Please make sure to install cmake version >= 3.5 in your system

• Ubuntu / Debian Linux

  # sudo apt-get update && apt-get install libglfw3 libglfw3-dev xorg xorg-dev // OpenGL, GLFW
  # cmake . -B build && cmake --build build -j