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• f8558238bf kraken: don't use a thread for reading input main Bruno BELANYI 2022-03-25 10:47:14 +01:00
• 7c2a25a6b0 kraken: make multi-threaded Bruno BELANYI 2022-03-24 17:50:52 +01:00
• a95df7a00f kraken: book: make 'Order' default constructible Bruno BELANYI 2022-03-24 17:50:36 +01:00
• 654be9fc70 kraken: link with 'boost::thread' Bruno BELANYI 2022-03-24 17:50:20 +01:00
• 22fe2ad421 nix: add 'boost' dependency Bruno BELANYI 2022-03-24 17:50:01 +01:00
• 3998b9839f kraken: refactor to interleave input and output Bruno BELANYI 2022-03-24 17:19:42 +01:00
• 8bba52d3b9 kraken: engine: expose 'process_single_order' Bruno BELANYI 2022-03-24 17:19:02 +01:00
• e601250e7b kraken: parse: expose 'parse_single_order' Bruno BELANYI 2022-03-24 17:18:23 +01:00
• d159cfb877 kraken: engine: non-const 'output' on listener Bruno BELANYI 2022-03-24 17:17:44 +01:00
• 8474ed0c69 kraken: csv: expose 'read_csv_line' Bruno BELANYI 2022-03-24 17:17:09 +01:00
• 6fc5502b99 doc: talk about improvements to matching Bruno BELANYI 2022-03-13 18:01:50 +01:00
• a681671efa data: add invalid scenarios Bruno BELANYI 2022-03-13 17:58:17 +01:00
• ea8c880cca data: add simple tests for matching Bruno BELANYI 2022-03-13 17:57:02 +01:00
• 14645524e2 doc: add warning about trade matching Bruno BELANYI 2022-03-12 14:23:19 +01:00
• afe78c4d8c doc: mention '--enable-trade' Bruno BELANYI 2022-03-12 14:03:52 +01:00
• 4b06f591c6 tests: integration: check when trade enabled Bruno BELANYI 2022-03-12 14:03:06 +01:00
• 832abfb224 kraken: add '--enable-trade' Bruno BELANYI 2022-03-12 13:59:44 +01:00
• ef027c77f6 doc: adjust README w/ trade matching Bruno BELANYI 2022-03-12 13:57:21 +01:00
• 1cf45d9125 kraken: engine: DRY in trade matching Bruno BELANYI 2022-03-12 13:56:08 +01:00
• bc20b1ee9a tests: unit: engine: add 'engine_trade' suite Bruno BELANYI 2022-03-12 13:49:20 +01:00
• ce9457fabd kraken: engine: add trading on cross behaviour Bruno BELANYI 2022-03-12 13:48:54 +01:00
• 68a7e55238 data: add trading data Bruno BELANYI 2022-03-12 13:47:56 +01:00
• 803452bfa2 doc: add README Bruno BELANYI 2022-03-12 13:03:24 +01:00
• 8534a74c87 kraken: engine: DRY in top-of-book handling Bruno BELANYI 2022-03-12 12:18:53 +01:00
• fae4a9d5c7 kraken: engine: refactor 'cancel' ordering Bruno BELANYI 2022-03-12 12:07:51 +01:00
• acbae579b3 kraken: utils: make 'StrongType' copyable Bruno BELANYI 2022-03-12 12:08:21 +01:00
• c62f79cbb2 tests: add integration tests Bruno BELANYI 2022-03-12 11:33:30 +01:00
• fa563f2f59 kraken: make functional binary Bruno BELANYI 2022-03-12 10:51:20 +01:00
• e5ddd16da2 tests: unit: add 'engine' suite Bruno BELANYI 2022-03-12 10:46:23 +01:00
• 37b04a678a kraken: engine: fix comparisons Bruno BELANYI 2022-03-12 10:45:51 +01:00
• 5f1fbac76c data: add additional test cases Bruno BELANYI 2022-03-12 10:45:18 +01:00
• 4515fc1c36 kraken: engine: add 'CsvEngineListern.output' Bruno BELANYI 2022-03-12 05:58:39 +01:00
• 0817e7ac7e kraken: engin: add 'Engine' Bruno BELANYI 2022-03-12 05:47:34 +01:00
• 346dfc4e17 kraken: engine: add 'CsvEngineListener' Bruno BELANYI 2022-03-12 05:10:52 +01:00
• e3b2d29463 kraken: engine: add 'EngineListener' Bruno BELANYI 2022-03-12 03:51:43 +01:00
• 21ff896730 kraken: move 'Order' definition to 'book' Bruno BELANYI 2022-03-12 03:36:25 +01:00
• 7c9b61b654 test: unit: add tests for input parsing Bruno BELANYI 2022-03-12 03:32:21 +01:00
• d1f61e6e61 kraken: include 'src' in build directory Bruno BELANYI 2022-03-12 02:45:35 +01:00
• 8c33e298da data: add example CSV files Bruno BELANYI 2022-03-12 02:45:02 +01:00
• 0157c7b193 kraken: parse: order: add ordering Bruno BELANYI 2022-03-12 02:15:14 +01:00
• f0ffc652d5 kraken: utils: strong-type: derive order Bruno BELANYI 2022-03-12 02:14:58 +01:00
• 7f5f1f9e04 kraken: add 'config.h' Bruno BELANYI 2022-03-12 02:00:05 +01:00
• 12f458cf94 kraken: parse: add input file parser Bruno BELANYI 2022-03-12 01:54:51 +01:00
• 9550598a87 kraken: parse: define 'Order' type Bruno BELANYI 2022-03-12 01:54:16 +01:00
• b7182826ab kraken: utils: add 'StrongType' Bruno BELANYI 2022-03-12 01:10:03 +01:00
• 382f374031 clang-format: break after template declarations Bruno BELANYI 2022-03-12 01:09:47 +01:00
• bd072e1025 kraken: csv: fix comma separation logic Bruno BELANYI 2022-03-12 00:45:27 +01:00
• 6ee4e5b554 tests: unit: csv: add 'write_csv' suite Bruno BELANYI 2022-03-12 00:43:00 +01:00
• 3539cd4a34 tests: unit: csv: qualify 'read_csv' tests better Bruno BELANYI 2022-03-12 00:32:05 +01:00
• 23b71018ac kraken: csv: add writing functionality Bruno BELANYI 2022-03-12 00:31:20 +01:00
• 0dee0e12dc kraken: csv: move type aliases to 'csv.hh' header Bruno BELANYI 2022-03-12 00:12:03 +01:00
• 697f941cb2 tests: unit: add 'csv' tests Bruno BELANYI 2022-03-12 00:08:38 +01:00
• 9d862c6a62 kraken: add 'csv' library Bruno BELANYI 2022-03-11 23:57:27 +01:00
• 94f1c8e731 ci: add Drone CI Bruno BELANYI 2022-03-11 23:17:02 +01:00
• 9d11428a11 git: add ignore file Bruno BELANYI 2022-03-11 23:16:21 +01:00
• 715fbd767c nix: add flake Bruno BELANYI 2022-03-11 23:15:54 +01:00
• d2794aef9d clang-format: init config Bruno BELANYI 2022-03-11 23:12:27 +01:00
• 5cd9e11979 kraken: bootstrap build system Bruno BELANYI 2022-03-11 23:12:10 +01:00