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Limit Order Book Simulation 1.0

Limit Order Book Simulation
This difference here is this is pure limit order driven, i.e. 'Market Order' is considered as limit order with limit price higher or lower than current market price, in fact you can consider 'Market Order' as limit order with 'inf' limit price, and the priority of all market order is automatically maintained in heaps because of the way Order book read from OrderQueue and put into PriorityQueue.The four heaps structure is simplified into two...

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