/* Maximum price of a limit order 655.36 dollars max size of unsigned short */ #define MAX_PRICE 65536 /* Minimum price of a limit order 0.01 dollars */ #define MIN_PRICE 00001 /* Maximum number of uncrossed orders that may be sitting on the book at a time. Gives the implementor a finite bound */ #define MAX_LIVE_ORDERS 65536 /* Maximum number of characters in both symbol and trader fields in order */ #define STRINGLEN 5