Published On Sep 18, 2021
In this video I code over EVERY aspect of an orderbook, from the OrderbookEntry to the Limit, to the different levels of permisioning (interfaces) on the orderbook and methods to interact with the orderbook. The next video will be matching algos and the actual matching orderbook. I'll do a video per algo as we'll need to heavily test each algo as we go along.
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init: https://docs.microsoft.com/en-us/dotn...
IComparer: https://docs.microsoft.com/en-us/trou...
Source code: https://github.com/Tzadiko/Trading-En...
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