Simple Order Book Data Structure

NEW: order_id, price, quantity
MOD: order_id, mod_price, mod_quantity
CXL: order_id
TRD: b_order_id, s_order_id, traded_price, traded_quantity

Messages (Ticks):

Data structure that publishes K (say 5) depth bid, ask <price, quantity> tuples every time this data structure has an update.

Sample Output

Bid Depth

Price: 100, Quantity: 55
Price: 95, Quantity: 120

Ask Depth

Price: 100, Quantity: 25
Price: 190, Quantity: 50

Name		Name	Last commit message	Last commit date
Latest commit History 3 Commits
.github/workflows		.github/workflows
.idea		.idea
cmake-build-debug		cmake-build-debug
CMakeLists.txt		CMakeLists.txt
Message.cpp		Message.cpp
Message.h		Message.h
main.cpp		main.cpp
marketdepth.h		marketdepth.h
order.h		order.h
orderbook.cpp		orderbook.cpp
orderbook.h		orderbook.h
readMe.md		readMe.md