orderbook

type AskBook struct {
	Orders AskOrders
	OrdersMap
	// contains filtered or unexported fields
}

type AskOrders struct {
	BaseHeap
}

type BaseHeap []*Node

type BidBook struct {
	Orders BidOrders
	OrdersMap
	// contains filtered or unexported fields
}

type BidOrders struct {
	BaseHeap
}

type Book interface {
	Item
	Push(*Node)
	Pop() *Node
	Get(string) (*Node, bool)
	Remove(string)
	Fix(string)
	Len() int
}

type Item interface {
	Peek() *Order
}

type Node struct {
	Item
	Key    string
	Weight float64
	// contains filtered or unexported fields
}

type Order struct {
	Price    float64 `json:"price"`
	Quantity float64 `json:"quantity"`
	OrderId  string  `json:"orderId"`
	Country  string  `json:"country"`
}

type OrderBook struct {
	AskBook
	BidBook
	// contains filtered or unexported fields
}

type OrdersMap map[string]*Node

type Quote struct {
	Ask *Order `json:"ask,omitempty"`
	Bid *Order `json:"bid,omitempty"`
}

type TradeEvent struct {
	Price    float64
	Quantity float64
}