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Merged
bountx merged 6 commits into from
Mar 11, 2026
Merged

feat: Introduce PriceLadder for efficient order book management and u… #37

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99f4232
feat: Introduce PriceLadder for efficient order book management and u…
Mar 11, 2026
b052269
pre-commit
Mar 11, 2026
80656ec
fix: Improve PriceLadder constructor validation and adjust bestLowIdx…
Mar 11, 2026
049ef27
fix: Add assertion for non-negative quantity in PriceLadder::set method
Mar 11, 2026
6e37fae
fix: Adjust calculation of startIdx in PriceLadder::prevBelow method …
Mar 11, 2026
43f31b6
fix: Refactor shift calculation in PriceLadder::recenter for improved…
Mar 11, 2026
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2 changes: 2 additions & 0 deletions CMakeLists.txt
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Original file line number Diff line number Diff line change
Expand Up @@ -27,6 +27,7 @@ if(NOT BUILD_TESTS_ONLY)
add_executable(lob_app
src/main.cpp
src/order_book.cpp
src/price_ladder.cpp
src/binance_adapter.cpp
src/kraken_adapter.cpp
)
Expand Down Expand Up @@ -55,6 +56,7 @@ if(BUILD_TESTS)
tests/test_symbol_normalizer.cpp
tests/test_kraken_utils.cpp
src/order_book.cpp
src/price_ladder.cpp
)

target_include_directories(lob_tests PRIVATE src)
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