[Week 2 - Ben] Finish OME, Parser (ITCH/OUCH), Tests, Doxygen
Week 2 (9/27-10/3) Orderbook:
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Add Threadsafe queue library (either GitHub or myself) -
Complete Orderbook class, modifiers, etc. Output everything into the queues not directly. -
Order Entry -
Order Cancel -
Order Modify -
Order Replace -
(Opt.) Visualize Orderbook snapshot in text
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Add Doxygen -
Add Tests -
Add Main -
(Opt.) OME class (idea: multithreaded to whichever orderbook)