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A limit order book for one symbol: price-time priority at the resting price, one side built from a dict of levels, a heap of prices and a FIFO per level, partial fills and an order's status, O(1) lazy cancels, every operation's cost, and one matcher thread per symbol fed by a queue, hammered by 8,000 orders from eight threads.
A buy order for 10 shares at 102 rupees meets three sellers.