HFT订单 如WK Selph所述，用于高频交易（HFT）的限价订单簿，已在Python3中实现（正在使用C实现） 基于WK Selph的博客文章： 在Archive.org的WayBackMachine上可用： "There are three main operations that a limit order book (LOB) has to implement: add, cancel, and execute. The goal is to implement these operations in O(1) time while making it possible for the trading model to efficiently ask questions like “what are the best bid and offer?”, “how much volume is there between prices A and B?” or “what is order X’s current position in the book?”. The v