Provide meaningful code example for C implementation

[kvak]

Dear nlsdfnbch,

Thanks for your work on this library.

I had a quick question. The following sequence of orders leads to a raise NotImplementedError:

        from lob import LimitOrderBook, Order
        lob = LimitOrderBook()
        orders = [
            Order(uid=5879, is_bid=False, size=550, price=26.0),
            Order(uid=5879, is_bid=False, size=0, price=26.0),
            Order(uid=5880, is_bid=False, size=80, price=38.0),
            Order(uid=5881, is_bid=False, size=100, price=22.7)
            ]
        
        for order in orders:
             lob.process(order)

This has been discussed here.

My question is: could you put out a small code example for calling the C implementation? The test sets are a really tough access point for non C literates~.

Basically, an example, say run the list of orders above but calling the C code, would really help!

[deepbrook]

Hey @kvak,

Sorry for the slow reply! Yes, indeed this has been requested a couple of times, and I started working on this. The problem is, the library still misses some functionality in order to be used the way you suggest in your example.

For example, I do not supply hashmaps to key limits and order_ids, and I have no struct (nor an interface for) an actual book.

However, I've started adding these bits, and will continue working on them. Once that is done, and I can give an example that does not involve programming several dozen lines of code for a simple example like yours, I will add this to the readme.