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kripod / engine.c
Created May 24, 2017 14:00
Quant cup contest for fastest matching engine.
/*****************************************************************************
* 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