matcher

package

v1.0.0 Latest Latest Go to latest Published: Jun 11, 2018 License: MIT Imports: 17 Imported by: 0

Details

Valid go.mod file

The Go module system was introduced in Go 1.11 and is the official dependency management solution for Go.
Redistributable license

Redistributable licenses place minimal restrictions on how software can be used, modified, and redistributed.
Tagged version

Modules with tagged versions give importers more predictable builds.
Stable version

When a project reaches major version v1 it is considered stable.
Learn more about best practices

Repository

github.com/project-matthiola/broker-gateway

Links

Open Source Insights

Documentation ¶

Index ¶

type Executor
- func NewExecutor() *Executor
- func (e *Executor) NewTrade(initiator *model.Order, completion *model.Order, price decimal.Decimal, ...) error
type Level
type LevelHeap
type MarketData
- func NewMarketData(futuresID string) *MarketData
type MatchHandler
- func (h *MatchHandler) HandleMessage(m *nsq.Message) error
type Matcher
- func NewMatcher() *Matcher
type MaxHeap
- func NewMaxHeap() *MaxHeap
- func (h MaxHeap) Less(i, j int) bool
type MinHeap
- func NewMinHeap() *MinHeap
- func (h MinHeap) Less(i, j int) bool

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type Executor ¶

type Executor struct {
	EtcdClient *clientv3.Client
}

func NewExecutor ¶

func NewExecutor() *Executor

func (*Executor) NewTrade ¶

func (e *Executor) NewTrade(initiator *model.Order, completion *model.Order, price decimal.Decimal, quantity decimal.Decimal) error

type Level ¶

type Level struct {
	Price decimal.Decimal `json:"price"`
	Order []*model.Order  `json:"orders"`
}

type LevelHeap ¶

type LevelHeap []Level

func (LevelHeap) Len ¶

func (h LevelHeap) Len() int

func (LevelHeap) Less ¶

func (h LevelHeap) Less(i, j int) bool

func (*LevelHeap) Peek ¶

func (h *LevelHeap) Peek() *Level

Peek returns the peek of the heap.

func (*LevelHeap) Pop ¶

func (h *LevelHeap) Pop() interface{}

func (*LevelHeap) Push ¶

func (h *LevelHeap) Push(x interface{})

func (*LevelHeap) Remove ¶

func (h *LevelHeap) Remove(o model.Order) error

func (LevelHeap) Swap ¶

func (h LevelHeap) Swap(i, j int)

type MarketData ¶

type MarketData struct {
	Executor *Executor
	// contains filtered or unexported fields
}

func NewMarketData ¶

func NewMarketData(futuresID string) *MarketData

func (*MarketData) BroadcastOrderBook ¶

func (m *MarketData) BroadcastOrderBook()

func (*MarketData) NewCancelOrder ¶

func (m *MarketData) NewCancelOrder(o model.Order)

NewCancelOrder cancels a specific order.

func (*MarketData) NewLimitOrder ¶

func (m *MarketData) NewLimitOrder(order model.Order)

NewLimitOrder creates a new limit order.

func (*MarketData) NewMarketOrder ¶

func (m *MarketData) NewMarketOrder(order model.Order)

NewMarketOrder creates a new marker order.

func (*MarketData) NewStopOrder ¶

func (m *MarketData) NewStopOrder(order model.Order)

NewStopOrder creates a new stop order.

func (*MarketData) TriggerStopOrder ¶

func (m *MarketData) TriggerStopOrder(prev decimal.Decimal, current decimal.Decimal)

type MatchHandler ¶

type MatchHandler struct {
	*Matcher
}

func (*MatchHandler) HandleMessage ¶

func (h *MatchHandler) HandleMessage(m *nsq.Message) error

type Matcher ¶

type Matcher struct {
	*nsq.Consumer
	MarketDataMap map[string]*MarketData
}

func NewMatcher ¶

func NewMatcher() *Matcher

type MaxHeap ¶

type MaxHeap struct {
	LevelHeap
}

MaxHeap defines a max heap.

func NewMaxHeap ¶

func NewMaxHeap() *MaxHeap

func (MaxHeap) Less ¶

func (h MaxHeap) Less(i, j int) bool

type MinHeap ¶

type MinHeap struct {
	LevelHeap
}

MinHeap defines a min heap.

func NewMinHeap ¶

func NewMinHeap() *MinHeap

func (MinHeap) Less ¶

func (h MinHeap) Less(i, j int) bool

Source Files ¶

View all Source files

?	: This menu
/	: Search site
f or F	: Jump to
y or Y	: Canonical URL