matchingenginecore

README

matching-engine-core

Documentation

Index

• type MatchingEngine
  • func NewMatchingEngine() *MatchingEngine
  • func (me *MatchingEngine) CancelOrder(order model.Order) ([]model.OrderCancellation, error)
  • func (me *MatchingEngine) GetHighestBuyPrice() decimal.Decimal
  • func (me *MatchingEngine) GetLowestSellPrice() decimal.Decimal
  • func (me *MatchingEngine) GetOrderBookFullSnapshot() *orderbook.BookSnapshot
  • func (me *MatchingEngine) GetOrderBookSnapshotWithDepth(depth int) *orderbook.BookSnapshot
  • func (me *MatchingEngine) GetTotalBuyUnitsFromPrice(price decimal.Decimal) decimal.Decimal
  • func (me *MatchingEngine) GetTotalSellUnitsToPrice(price decimal.Decimal) decimal.Decimal
  • func (me *MatchingEngine) ProcessLimitOrder(order *model.OrderLimit) model.MatchResult
  • func (me *MatchingEngine) ProcessMarketOrder(order *model.OrderMarket) model.MatchResult

Types

type MatchingEngine

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

func NewMatchingEngine

func NewMatchingEngine() *MatchingEngine

func (*MatchingEngine) CancelOrder

func (me *MatchingEngine) CancelOrder(order model.Order) ([]model.OrderCancellation, error)

func (*MatchingEngine) GetHighestBuyPrice

func (me *MatchingEngine) GetHighestBuyPrice() decimal.Decimal

func (*MatchingEngine) GetLowestSellPrice

func (me *MatchingEngine) GetLowestSellPrice() decimal.Decimal

func (*MatchingEngine) GetOrderBookFullSnapshot

func (me *MatchingEngine) GetOrderBookFullSnapshot() *orderbook.BookSnapshot

func (*MatchingEngine) GetOrderBookSnapshotWithDepth

func (me *MatchingEngine) GetOrderBookSnapshotWithDepth(depth int) *orderbook.BookSnapshot

func (*MatchingEngine) GetTotalBuyUnitsFromPrice

func (me *MatchingEngine) GetTotalBuyUnitsFromPrice(price decimal.Decimal) decimal.Decimal

func (*MatchingEngine) GetTotalSellUnitsToPrice

func (me *MatchingEngine) GetTotalSellUnitsToPrice(price decimal.Decimal) decimal.Decimal

func (*MatchingEngine) ProcessLimitOrder

func (me *MatchingEngine) ProcessLimitOrder(order *model.OrderLimit) model.MatchResult

func (*MatchingEngine) ProcessMarketOrder

func (me *MatchingEngine) ProcessMarketOrder(order *model.OrderMarket) model.MatchResult