orderbook

package

v0.0.0-...-8513d1b Latest Latest Go to latest Published: Jan 25, 2024 License: MIT Imports: 6 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

This section is empty.

This section is empty.

This section is empty.

type BestPrice struct {
	Provider string
	Price    float64
	Size     float64
}

type Book struct {
	Symbol string
	Asks   *Limits
	Bids   *Limits
}

func NewBook(symbol string) *Book

func (b *Book) BestAsk() *Limit

func (b *Book) BestBid() *Limit

func (b *Book) Spread() float64

type CrossSpread struct {
	Symbol  string
	BestAsk BestPrice
	BestBid BestPrice
	Spread  float64
}

type DataFeed struct {
	Provider string
	Symbol   string
	BestAsk  float64
	BestBid  float64
	Spread   float64
}

type Limit struct {
	Price float64
	// contains filtered or unexported fields
}

func NewLimit(price float64) *Limit

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

func NewLimits(isBids bool) *Limits

func (l *Limits) Best() *Limit

func (l *Limits) Update(price float64, size float64)

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

func NewAskOrder(size float64) *Order

func NewBidOrder(size float64) *Order

func NewOrder(isBid bool, size float64) *Order

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

func NewOrderbook(pair string) *Orderbook

func NewOrderbookFromFile(pair, askSrc, bidSrc string) (*Orderbook, error)

type Orderbooks map[string]*Book

type Provider interface {
	Start() error
	GetOrderbooks() Orderbooks
	Name() string
}