This is my sample code for "Order Book" programming problem available at 
http://www2.rgmadvisors.com/public/problems/orderbook/

A solution to the original problem is located in text-input directory. 
How to build:
$ make clean; make release
How to run (download pricer.in first from the website mentioned above):
$ cat pricer.in | ./pricer 200 > pricer.out.200
or
$ ./pricer 200 max-messages pricer.in > pricer.out.200
here max-messages is how many data lines will be read (-1 for reading until EOF)

However, I've written a converter to transform incoming input data 
to a binary form which can be read much faster. 

So, binary-input contains the pricer_transform program and the pricer program
which is modified for reading binary data

To run, first 
$make transform
(which will build pricer_transform program and run it on pricer.in input file) 

Then 
$ make clean; make release
How to run (download pricer.in first from the website mentioned above):
$ ./pricer 200 -1 pricer.in.bin > pricer.out.200
And this will run about 3 times faster than original text-input version