4 ms·
It's in rust. Somebody port it to C++ then it might be worth looking at.
by yobid20 2y ago
It's in rust. Somebody port it to C++ then it might be worth looking at.
- stargrazer 2y agohttps://github.com/rburkholder/trade-frame/blob/master/lib/TFSimulation/SimulateOrderExecution.cpp https://github.com/rburkholder/trade-frame/blob/master/lib/T... Part of a simulator handling limit orders and market orders. I run this real time against a DTN IQfeed live market feed to perform some testing for options trading/execution.