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Published: Jun 18, 2023 License: MIT Imports: 7 Imported by: 0

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Types

type OrderBook

type OrderBook struct {
	Bids utils.OrderPriorityQueue
	Asks utils.OrderPriorityQueue
	// contains filtered or unexported fields
}

func NewOrderBook

func NewOrderBook(ticker string) *OrderBook

NewOrderBook returns a new instance of OrderBook for a ticker

func (*OrderBook) AddLimitOrder

func (ob *OrderBook) AddLimitOrder(ticker string, priceString string, quantity int, IsBid bool) bool

func (*OrderBook) Match

func (ob *OrderBook) Match()

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