Limit order book simulation in matlab

The following Matlab project contains the source code and Matlab examples used for limit order book simulation . This difference here is this is pure limit order driven, i.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1313
CharKeyHashtable.m 1158
DataVendor.asv 2538
DataVendor.m 2604
Demo.m 1503
Exchange.asv 4043
Exchange.m 4338
Order.m 1303
OrderBook.asv 3433
OrderBook.m 3433
OrderHeap.m 1065
OrderQueue.m 879
OrderWrapper.m 849
PriorityQueue.m 2063
PriorityQueue_backup.m 929
Queue.asv 1564
Queue.m 1545
RandomOrderStrategy.asv 1864
RandomOrderStrategy.m 1883
run.asv 1145
run.m 1532
Settings.asv 291
Settings.m 293
Strategy.m 224
Test.m 834
TimerDriven.m 678
TradeAnnouncement.m 969
TradeConfirmation.m 920
Trader.asv 5328
Trader.m 5395
TradeRecord.m 1021

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