matcher

Documentation

Overview

Package matcher is an engine that receives and matches orders.

Package orderitem contains implementations of btree.Item interface.

Index

• type Interface
• type Matcher
  • func New(tradingPair pb.TradingPair) *Matcher
  • func (m *Matcher) CreateOrder(order *pb.Order) ([]*pb.TradeEvent, []*pb.OrderBookEvent, error)
  • func (m *Matcher) OrderBook(snapshotTime time.Time) (*pb.OrderBook, error)
  • func (m *Matcher) TradingPair() pb.TradingPair

Types

type Interface

type Interface interface {
	TradingPair() pb.TradingPair
	OrderBook(snapshotTime time.Time) (*pb.OrderBook, error)
	CreateOrder(order *pb.Order) ([]*pb.TradeEvent, []*pb.OrderBookEvent, error)
}

type Matcher

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

func New

func New(tradingPair pb.TradingPair) *Matcher

func (*Matcher) CreateOrder

func (m *Matcher) CreateOrder(order *pb.Order) ([]*pb.TradeEvent, []*pb.OrderBookEvent, error)

CreateOrder submits an order, and gets corresponding trade and order book events.

func (*Matcher) OrderBook

func (m *Matcher) OrderBook(snapshotTime time.Time) (*pb.OrderBook, error)

OrderBook gets the orderbook. This function should be called infrequently to ensure the performance of the matching engine. A separate routine should be used for updating the orderbook by listening to OrderBookEvent. This function should only be served as a periodical check point to ensure the correctness.

func (*Matcher) TradingPair

func (m *Matcher) TradingPair() pb.TradingPair

TradingPair gets the trading pair of the matcher.