[Week 2 - Yuyang] Code up HFT algorithm in C++
Week 2 (9/27 - 10/3) HFT Algorithm
-
Finalize the two HFT algorithms (at 9/27 mtg) -
Algo Interface abstract class: Start coding an abstract interface that takes in some information about orders (ie. shares, price, etc.) that Justin provides in his struct for the HFT algorithm -
Algo Imlementation: Code the algorithm that takes this data in and produces the desired output (ie. shares, price, etc.) in the HFT format
Minimum Viable Product (MVP): You receive order data from an input queue, run algorithm, and write to output queue.
Edited by 趙宇洋