TODO:
- Maybe add cumulative quantities for CanFill in orderbook?
- Improve best ask/bid to constant time amortized (unordered set + ordered set)
- Prorata
- MM Priority
- L1/2/3 Market Data
- KBD+ Market Activity Database
Sources:
- https://stackoverflow.com/questions/22803600/when-should-i-use-stdthreaddetach
- https://stackoverflow.com/a/19207867
- https://stackoverflow.com/a/60425748
- https://stackoverflow.com/a/14388707
- https://www.gta.ufrj.br/ensino/eel878/sockets/index.html
- https://stackoverflow.com/a/16510000
- https://pubs.opengroup.org/onlinepubs/007908799/xns/syssocket.h.html
- https://www.youtube.com/watch?v=b1e4t2k2KJY