entities

Documentation

Index

• type OrderBook
  • func NewOrderBook(ticker string) *OrderBook
  • func (ob *OrderBook) AddLimitOrder(ticker string, priceString string, quantity int, IsBid bool) bool
  • func (ob *OrderBook) Match()

Types

type OrderBook

type OrderBook struct {
	Bids utils.OrderPriorityQueue
	Asks utils.OrderPriorityQueue
	// contains filtered or unexported fields
}

func NewOrderBook

func NewOrderBook(ticker string) *OrderBook

NewOrderBook returns a new instance of OrderBook for a ticker

func (*OrderBook) AddLimitOrder

func (ob *OrderBook) AddLimitOrder(ticker string, priceString string, quantity int, IsBid bool) bool

func (*OrderBook) Match

func (ob *OrderBook) Match()