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[ob-012] Made Exchange represent multiple MEs and be a provider.

nairenf2 requested to merge NF-ob-events into master

#12 (closed) #14 (closed)

The exchange is now the representation of a collection of order books, keyed by stockLocate (should be analogous to symbol). From a provider to the Exchange's perspective (i.e. Data or strategy), you just need to subclass AuctProvider and call _consumer->on to send a message to update the state of the book, and from the consumer of the Exchange's perspective (i.e. Strategy), you just need to subclass IAuctConsumer and implement the relevant callbacks. The main Backtester framework should be in charge of attaching consumers to producers, and managing the lifecycle

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