Anirudh Chhangani anirudh-chhangani
🏠
anirudh-chhangani
/ engine.c
Created
September 21, 2018 18:58
— forked from druska/engine.c
Quant Cup 1's winning order book implementation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| /***************************************************************************** | |
| * QuantCup 1: Price-Time Matching Engine | |
| * | |
| * Submitted by: voyager | |
| * | |
| * Design Overview: | |
| * In this implementation, the limit order book is represented using | |
| * a flat linear array (pricePoints), indexed by the numeric price value. | |
| * Each entry in this array corresponds to a specific price point and holds | |
| * an instance of struct pricePoint. This data structure maintains a list |