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Add struct and API for books #20

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@deepbrook

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@deepbrook

We currently only provide the basic structs to build an HFT book. The following functions should be added to ease usage of this lib:

  • Book struct and typedef, managing bids and asks, as well as limit and order_id maps.
  • addOrderToBook Function
  • removeOrderFromBook Function
  • replaceOrderInBook Function
  • Tests for these methods and structs in the CuTest test suite.

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