Jian Wang elan2wang
elan2wang
/ engine.c
Created
December 8, 2020 03:10
— forked from druska/engine.c
Quant Cup 1's winning order book implementation
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| /***************************************************************************** | |
| * 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 |