ex

ex

• Order Matching Library for any asset (pkg/ex)
  • Partial Fill
  • Price Improvement
  • Limit Order / Market Order with Protection
  • STPF Cancel Remainder of Newest
  • Post Only Cancel
  • Fill-and-Kill
  • Fill-or-Kill
• REST API (internal/request)
• Integrates with mesors/bc

Run Software

Install

Requires Go v1.11 or higher

make

Run

./mrex

Use Library

Install

go get github.com/mesors/ex/pkg/ex

Public Methods

// NewDB initializes a Data Storage Object
func NewDB() *DB

// AddOrder adds an Order to the Order Book or Matches it
func (db *DB) AddOrder(o *Order) error

// GetOrders finds and Returns all resting Client Orders from the Order Book using the Client Orders array
// If an Order ID is provided, one Client Order will be returned if it exists
func (db *DB) GetOrder(o *Order) error

// CancelOrder finds a Resting Order from the Order Book using Client Orders, and Cancels it
func (db *DB) CancelOrder(o *Order) error

// AddFeedback updates a Client's Feedback
func (db *DB) AddFeedback(f *Feedback) error

// CheckExpired searches for Expiring Objects and deletes them. Updates expiration counters
// To be called at ExpireCheck frequency
func (db *DB) CheckExpired()

REST API

Add Order [client]

Endpoint: POST /orders

Content Type: application/json

Request Body:

Response Body:

Get Order [client]

Endpoint: GET /orders

Content Type: application/json

Request Body:

Response Body:

Cancel Order [client]

Endpoint: DELETE /orders

Content Type: application/json

Request Body:

Response Body:

Get Fills [clearer]

Endpoint: GET /fills

Content Type: application/json

Request Body:

Response Body:

Add Feedback [clearer]

Endpoint: POST /feedback

Content type: application/json

Request Body:

Response Body:

"Feedback Accepted"