book

Documentation

Index

• type AddParam
• type BookLevel
• type Order
• type OrderBook
  • func NewOrderBook() *OrderBook
  • func (b *OrderBook) Add(orderType OrderType, p *AddParam) []*Trade
• type OrderId
• type OrderType
• type SideType
• type Trade

Types

type AddParam

type AddParam struct {
	Price    fixed.FixedNumber
	Quantity fixed.FixedNumber
	Quote    fixed.FixedNumber
	OrderId  OrderId
	Side     SideType
}

type BookLevel

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

type Order

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

type OrderBook

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

func NewOrderBook

func NewOrderBook() *OrderBook

func (*OrderBook) Add

func (b *OrderBook) Add(orderType OrderType, p *AddParam) []*Trade

type OrderId

type OrderId uint64

type OrderType

type OrderType int

const (
	MarketOrder OrderType = iota
	LimitOrder
)

type SideType

type SideType bool

const (
	BuySide, SellSide SideType = true, false
)

type Trade

type Trade struct {
	TakerId   OrderId
	MakerId   OrderId
	Price     fixed.FixedNumber
	Quantity  fixed.FixedNumber
	Side      SideType
	Timestamp int64
}