Documentation
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Index ¶
Constants ¶
This section is empty.
Variables ¶
This section is empty.
Functions ¶
Types ¶
type Depth ¶
Depth .
func (*Depth) Serialize ¶
func (d *Depth) Serialize() *oceanbookpb.Depth
Serialize returns a protobuf encoded depth.
func (*Depth) UpdatePriceLevel ¶
func (d *Depth) UpdatePriceLevel(pl *PriceLevel)
UpdatePriceLevel updates depth with price level.
type OrderBook ¶
type OrderBook struct {
sync.RWMutex
Symbol string
Price decimal.Decimal
Bids *rbt.Tree
Asks *rbt.Tree
StopBids *rbt.Tree
StopAsks *rbt.Tree
// contains filtered or unexported fields
}
OrderBook is the order book.
func NewOrderBook ¶
NewOrderBook returns a pointer to an orderbook.
func (*OrderBook) CancelOrder ¶
CancelOrder removes order with specified id.
func (*OrderBook) InsertOrder ¶
InsertOrder inserts new order into orderbook.
type PriceLevel ¶
type PriceLevel struct {
Price decimal.Decimal
Quantity decimal.Decimal
Side order.Side
Count uint64
}
PriceLevel .
func (*PriceLevel) Key ¶
func (pl *PriceLevel) Key() *PriceLevelKey
Key returns a key for PriceLevel.
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