https://github.com/rburkholder/trade-frame/blob/master/lib/TFSimulation/SimulateOrderExecution.cpp https://github.com/rburkholder/trade-frame/blob/master/lib/T.

https://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.