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ImplementationIntermediate

Order Book Mechanics

Deep dive into order book structure and dynamics

ExchangeData Structures, Market Microstructure

Key Points

Exchange focus area
Implementation technical level
Required skills: Data Structures, Market Microstructure
Practical implementation guidance
Performance optimization techniques

Overview

Deep dive into order book structure and dynamics

This implementation level content covers Exchange topics.

Required skills: Data Structures, Market Microstructure.

Prerequisites: Exchange Overview.

Prerequisites

Exchange Overview