orderbook

package

v0.0.0-...-364516c Latest Latest Go to latest Published: Apr 4, 2021 License: MIT Imports: 5 Imported by: 0

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type Front struct {
	Buy  PriceLevel
	Sell PriceLevel
}

func (f Front) Spread() float64

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

func (it *Iterator) Amount() float64

func (it *Iterator) First() bool

func (it *Iterator) Last() bool

func (it *Iterator) Next() bool

func (it *Iterator) Prev() bool

func (it *Iterator) Price() float64

type Order interface {
	ID() string
	Price() float64
	Amount() float64
	Side() Side
}

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

func New() *Orderbook

func NewWithPrecision(precision float64) *Orderbook

func NewWithPricer(priceFn PricerFunc) *Orderbook

func (b *Orderbook) Add(o Order)

func (b *Orderbook) BestSide(side Side, amount float64) PriceLevel

func (b *Orderbook) Front(amount float64) Front

func (b *Orderbook) Iterator(side Side) Iterator

func (b *Orderbook) Remove(id string)

type PriceLevel struct {
	Price  float64
	Amount float64
}

type PricerFunc func(o Order) float64

type Side string

const (
	Buy  Side = "BUY"
	Sell Side = "SELL"
)