Order Book Phase 1
As our order book is a collection of bids and asks, let’s create a naive implementation: Ok, so there is the basics. But with plenty of issues. Firstly, we will almost always be expecting those collections to be sorted. So…
As our order book is a collection of bids and asks, let’s create a naive implementation: Ok, so there is the basics. But with plenty of issues. Firstly, we will almost always be expecting those collections to be sorted. So…