orderbook

Documentation

Index

• type EventQueue
  • func (q *EventQueue) Add(e common.Event)
  • func (q *EventQueue) Count() int
  • func (q *EventQueue) Remove() *common.Event
  • func (q *EventQueue) RemoveAll() []common.Event
• type OrderBook
  • func NewAddModeOrderBook(logger zerolog.Logger, onUpdate func(bool)) *OrderBook
  • func NewOrderBook(logger zerolog.Logger, onUpdate func(bool)) *OrderBook
  • func (o *OrderBook) BestPrices() (float64, float64)
  • func (o *OrderBook) GetEvents() []common.Event
  • func (o *OrderBook) GetSnapshot() common.Snapshot
  • func (o *OrderBook) LastUpdate() time.Time
  • func (o *OrderBook) LimitSnapshotSize(val int) *OrderBook
  • func (o *OrderBook) SetTimeOffset(t time.Time) *OrderBook
  • func (o *OrderBook) Update(order common.Order, initial bool)

Types

type EventQueue

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

func (*EventQueue) Add

func (q *EventQueue) Add(e common.Event)

func (*EventQueue) Count

func (q *EventQueue) Count() int

func (*EventQueue) Remove

func (q *EventQueue) Remove() *common.Event

func (*EventQueue) RemoveAll

func (q *EventQueue) RemoveAll() []common.Event

type OrderBook

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

func NewAddModeOrderBook

func NewAddModeOrderBook(logger zerolog.Logger, onUpdate func(bool)) *OrderBook

func NewOrderBook

func NewOrderBook(logger zerolog.Logger, onUpdate func(bool)) *OrderBook

func (*OrderBook) BestPrices

func (o *OrderBook) BestPrices() (float64, float64)

func (*OrderBook) GetEvents

func (o *OrderBook) GetEvents() []common.Event

func (*OrderBook) GetSnapshot

func (o *OrderBook) GetSnapshot() common.Snapshot

func (*OrderBook) LastUpdate

func (o *OrderBook) LastUpdate() time.Time

func (*OrderBook) LimitSnapshotSize

func (o *OrderBook) LimitSnapshotSize(val int) *OrderBook

func (*OrderBook) SetTimeOffset

func (o *OrderBook) SetTimeOffset(t time.Time) *OrderBook

func (*OrderBook) Update

func (o *OrderBook) Update(order common.Order, initial bool)