Metadata-Version: 2.1
Name: limit_order_book
Version: 2.0.0
Summary: A Limit Order Book (LOB) implementation
Home-page: https://github.com/Kautenja/limit-order-book
Author: Christian Kauten
Author-email: kautencreations@gmail.com
License: MIT
Description: # Limit Order Book
        
        [![build-status][]][build-server]
        [![PackageVersion][pypi-version]][pypi-home]
        [![PythonVersion][python-version]][python-home]
        [![Stable][pypi-status]][pypi-home]
        [![Format][pypi-format]][pypi-home]
        [![License][pypi-license]][license]
        
        [build-status]: https://travis-ci.org/Kautenja/limit-order-book.svg
        [build-server]: https://travis-ci.org/Kautenja/limit-order-book
        [pypi-version]: https://badge.fury.io/py/limit-order-book.svg
        [pypi-license]: https://img.shields.io/pypi/l/limit-order-book.svg
        [pypi-status]: https://img.shields.io/pypi/status/limit-order-book.svg
        [pypi-format]: https://img.shields.io/pypi/format/limit-order-book.svg
        [pypi-home]: https://badge.fury.io/py/limit-order-book
        [python-version]: https://img.shields.io/pypi/pyversions/limit-order-book.svg
        [python-home]: https://python.org
        [license]: ./LICENSE
        
        This is an implementation of the limit order book with a price-time priority
        matching policy for reception of market data streams. There are APIs for C++,
        C, and Python.
        
        ## Usage
        
        ### C++
        
        Simply add [include/*.hpp](include) to your C++ project either by copying
        directly or using git submodules.
        
        ### C
        
        A C-level API is defined in [include/lib_lob.hpp](include/lib_lob.hpp).
        
        ### Python
        
        The preferred Python installation of `limit-order-book` is from `pip`:
        
        ```shell
        pip install limit-order-book
        ```
        
        ## Usage Caveats
        
        ### Windows
        
        You'll need to install the Visual-Studio 17.0 tools for Windows installation.
        The [Visual Studio Community](https://visualstudio.microsoft.com/downloads/)
        package provides these tools for free.
        
        ## Development
        
        ### Testing
        
        To run all the unit-test suites, run:
        
        ```shell
        make test
        ```
        
        #### C++
        
        To run the C++ unit-test suite, run:
        
        ```shell
        scons test
        ```
        
        #### Python
        
        To run the Python unit-test suite, run:
        
        ```shell
        python -m unittest discover .
        ```
        
        ### Benchmarking
        
        #### C++
        
        To run the C++ benchmark code, run:
        
        ```shell
        scons benchmark
        ```
        
Keywords: Limit Order Book Matching Engine
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: MacOS :: MacOS X
Classifier: Operating System :: POSIX :: Linux
Classifier: Operating System :: Microsoft :: Windows
Classifier: Programming Language :: C++
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Office/Business :: Financial :: Investment
Description-Content-Type: text/markdown
