What is an orderbook? Here I explain all THREE levels of the orderbook intuitively from a quant-dev perspective, placing more emphasis on the third level with an concrete example.
Instagram: [ Ссылка ]
Calendly: [ Ссылка ]
Patreon: [ Ссылка ]
Email: thecodingjesus@codingjesus.com
Orderbook Series: [ Ссылка ]
MBP vs MBO: [ Ссылка ]
Prorata: [ Ссылка ]
00:00 intro
00:42 what is an orderbook?
00:57 example
01:32 L1 (bbo)
02:05 best-bid best-ask
03:09 L2 (mbp)
05:10 L3 (mbo)
07:48 prorata allocation
Orderbook cpp c++ code what is an orderbook financial assets securities financial management finance fintech quant quantitative priority financial instruments whiteboard market by price market by order understand like a quant all three levels 3 levels
