qvandenberg / cboe_orderbook Goto Github PK

This is an orderbook maintenance system that tracks incremental updates for an exchange venue. It prints the 10-most traded stock quantities in the CLI output. The project is compiled with CMake and only makes use of the STL.

• `\applications - main programs`
• `\build/bin - executables`
• `\src - implementation (.cpp) files
• `\include` - header (.hpp) files`

Execute main script for running the main program (applications/main.cpp):

./build/bin/main

The terminal output should be:
OIH 5000
SPY 2000
DRYS 1209
ZVZZT 577
AAPL 495
PTR 400
UYG 400
FXP 320
DIA 229
BAC 210

Additional executables can be created in the /applications folder. Please remember to then update the /applications/CMakeLists.txt