Gemmy

My goal with writing gemmy is to create a useful, and production ready high performance orderbook written in rust.

For now the work is ongoing, and the implementation is bound to be full of bugs. I will be adding more to this readme as I keep doing more.

To Dos

• Add exhaustive integration tests.
• Add unit tests for a few remaining methods.
• Complete the documentation of code.
• Replace this readme with a summary of everything.
• Publish the crate.
• Add stats tracking (volume, last_trade, etc.)