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[ob-013] Implemented skeleton for matching engine.

nairenf2 requested to merge NF-ob into master


Essentially we maintain separate order books for historical and strategy orders, and when a trade comes in from the historical side, we will try to execute as many appropriate orders on the strategy side as possible. I will also probably add a tradeableQty to historical orders, and if when adding new orders some strategy order can be traded immediately, we will execute it as a trade and reduce the tradeableQty on the historical order.


Refer to interface class header comment. For now, subclass from the interface and mock all the functions to return what you want it to return.

#13 (closed)

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