Merge requests · ie421_hft_fall_2022_group_02

[main] Added message counting.

backtester!37 · created Nov 03, 2022 by nairenf2
- Merged
- Approved
updated Nov 03, 2022
BL-data-03 Show message in log.

backtester!36 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
[ob-016] Converted to using thread safe queue push.

backtester!34 · created Nov 03, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Nov 03, 2022
BL-data-02 Implement Runnable main.

backtester!33 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
[ob-016] Deprecated AuctProvider.

backtester!32 · created Nov 03, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Nov 03, 2022
BL-data-01 Implement Csv loader.

backtester!31 · created Nov 03, 2022 by bohan3
- Merged
updated Nov 03, 2022
BL-main-004 Add queue mutex.

backtester!30 · created Nov 02, 2022 by bohan3
- Merged
updated Nov 02, 2022
[ob-016] Fixed Exchange test, and changed EventListener::onEvent to be pure virtual.

backtester!29 · created Nov 02, 2022 by nairenf2
- Merged
- Approved
updated Nov 02, 2022
Added README for Exchange design.

backtester!28 · created Oct 28, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Oct 28, 2022
[ob-016] Removed AuctProvider usage.

backtester!27 · created Oct 25, 2022 by nairenf2 Exchange
- Merged
- Approved
updated Oct 25, 2022
[ob-016] Converted Exchange to EventListener.

backtester!26 · created Oct 25, 2022 by nairenf2 Strategy
- Merged
- Approved
updated Oct 25, 2022
Use Heap Events

backtester!25 · created Oct 24, 2022 by bohan3
- Merged
- Approved
updated Oct 24, 2022
[ob-015] Converted to destructive matching.

backtester!24 · created Oct 22, 2022 by nairenf2
- Merged
- Approved
updated Oct 22, 2022
BL-main-002 Integrate parts and add tests.

backtester!23 · created Oct 21, 2022 by bohan3 Exchange
- Merged
updated Oct 21, 2022
[ob-012] Made Exchange represent multiple MEs and be a provider.

backtester!22 · created Oct 18, 2022 by nairenf2 Order Book
- Merged
- Approved
updated Oct 18, 2022
fme-001 Add 2-thread framework.

backtester!21 · created Oct 10, 2022 by bohan3
- Merged
updated Oct 10, 2022
[ob-013] Almost completed with MatchingEngine

backtester!20 · created Oct 08, 2022 by nairenf2 Order Book
- Merged
- Approved
updated Oct 08, 2022
[ob-013] Implemented skeleton for matching engine.

backtester!19 · created Oct 07, 2022 by nairenf2 Order Book
- Merged
- Approved
updated Oct 07, 2022
[ob-013]

backtester!18 · created Oct 06, 2022 by nairenf2 Order Book
- Merged
updated Oct 06, 2022
[ob-011] Implemented single order book.

backtester!17 · created Oct 01, 2022 by nairenf2 Order Book
- Merged
- 2
- Approved
updated Oct 02, 2022