HFT Orderbook:高频交易(HFT)的限价单如WK Selph所述在Python3和C中实现 源码

HFT订单 如WK Selph所述,用于高频交易(HFT)的限价订单簿,已在Python3中实现(正在使用C实现) 基于WK Selph的博客文章: 在Archive.org的WayBackMachine上可用: "There are three main operations that a limit order book (LOB) has to implement: add, cancel, and execute. The goal is to implement these operations in O(1) time while making it possible fo