Skip to content

Instantly share code, notes, and snippets.

View kumrzz's full-sized avatar

Kumar Ghosh kumrzz

View GitHub Profile
@Jud
Jud / Price-Time Matching Engine.c
Created June 1, 2012 23:56
Price-Time 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