matcheng

Documentation

Index

• Constants
• func NormalizeQuoteQuantity(quotePrice sdk.Uint, baseQuantity sdk.Uint) (sdk.Uint, error)
• func PlotCurves(bids []AggregatePrice, asks []AggregatePrice) string
• func ReturnMatcher(m *Matcher)
• type AggregatePrice
• type Direction
  • func (d Direction) MarshalJSON() ([]byte, error)
  • func (d Direction) String() string
  • func (d *Direction) UnmarshalJSON(data []byte) error
• type Fill
• type MatchEntry
• type MatchResults
• type Matcher
  • func GetMatcher() *Matcher
  • func NewMatcher() *Matcher
  • func (m *Matcher) EnqueueOrder(oType Direction, id store.EntityID, price sdk.Uint, quantity sdk.Uint)
  • func (m *Matcher) Match() *MatchResults
  • func (m *Matcher) Reset()
• type Order

Constants

const (
	AssetDecimals = 18
)

Functions

func NormalizeQuoteQuantity

func NormalizeQuoteQuantity(quotePrice sdk.Uint, baseQuantity sdk.Uint) (sdk.Uint, error)

func PlotCurves

func PlotCurves(bids []AggregatePrice, asks []AggregatePrice) string

func ReturnMatcher

func ReturnMatcher(m *Matcher)

Types

type AggregatePrice

type AggregatePrice [2]sdk.Uint

type Direction

type Direction uint8

const (
	Bid Direction = iota
	Ask
)

func (Direction) MarshalJSON

func (d Direction) MarshalJSON() ([]byte, error)

func (Direction) String

func (d Direction) String() string

func (*Direction) UnmarshalJSON

func (d *Direction) UnmarshalJSON(data []byte) error

type Fill

type Fill struct {
	OrderID     store.EntityID
	QtyFilled   sdk.Uint
	QtyUnfilled sdk.Uint
}

type MatchEntry

type MatchEntry [3]sdk.Uint

type MatchResults

type MatchResults struct {
	ClearingPrice sdk.Uint
	Fills         []Fill
	MatchTable    []MatchEntry
	BidAggregates []AggregatePrice
	AskAggregates []AggregatePrice
}

type Matcher

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

func GetMatcher

func GetMatcher() *Matcher

func NewMatcher

func NewMatcher() *Matcher

func (*Matcher) EnqueueOrder

func (m *Matcher) EnqueueOrder(oType Direction, id store.EntityID, price sdk.Uint, quantity sdk.Uint)

func (*Matcher) Match

func (m *Matcher) Match() *MatchResults

func (*Matcher) Reset

func (m *Matcher) Reset()

type Order

type Order struct {
	ID       store.EntityID
	Price    sdk.Uint
	Quantity sdk.Uint
}