https://medium.com/@lukasbahrenberg/efficient-self-custodial-asset-exchanges-on-lightning-off-chain-swaps-and-a-central-order-book-f3ea6f9fd40b
https://quant.stackexchange.com/questions/3783/what-is-an-efficient-data-structure-to-model-order-book
https://stanford.edu/~ashlearn/RLForFinanceBook/chapter9.pdf
https://web.archive.org/web/20110219163448/http://howtohft.wordpress.com/2011/02/15/how-to-build-a-fast-limit-order-book/