l2features

This is an experimental project trying to build level 2 features from tick, order, trade data.

features List

ref:

Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
include		include
.gitignore		.gitignore
CMakeLists.txt		CMakeLists.txt
README.md		README.md
features.cpp		features.cpp
features.h		features.h
main.cpp		main.cpp