orderbook

package

v4.1.23 Latest Latest Go to latest Published: Nov 7, 2022 License: Apache-2.0 Imports: 2 Imported by: 0

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type Entry struct {
	Price float32
	Size  int32
}

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

func NewOrderBook() *OrderBook

func (ob *OrderBook) Ask(entry Entry)

func (ob *OrderBook) BBO() (bid, ask Entry)

func (ob *OrderBook) Bid(entry Entry)