How fast is your limit order book implementation?

Discussion in 'Programming' started by hft_boy, Dec 20, 2012.

  1. 2rosy


    why a list instead of a tree?
    #21     Dec 25, 2012
  2. Do you mean a sorted Map, like TreeMap in Java? My implementation is suited for Interactive Brokers API, so sorted map would not work because the API wants to update a specific level in the DOM.
    #22     Dec 25, 2012