orderbook

package

v0.0.0-...-b6067e1 Latest Latest Go to latest Published: Aug 15, 2023 License: MIT Imports: 7 Imported by: 0

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func Correlation(a *Orderbook, b *Orderbook) float64

type Levels struct {
	Price json.Number
	Size  json.Number
}

type Orderbook struct {
	// contains filtered or unexported fields
}

func New() *Orderbook

func (o *Orderbook) AskLevel(ind int) Levels

func (o *Orderbook) BidLevel(ind int) Levels

func (o *Orderbook) Empty() bool

func (o *Orderbook) MarshalJSON() ([]byte, error)

func (o *Orderbook) MidPri() float64

func (o *Orderbook) Middleware(upd Response) error

func (o *Orderbook) Prices() []float64

type Response *models.BookNotification