matcher

Documentation

Index

• type Executor
  • func NewExecutor() *Executor
  • func (e *Executor) NewTrade(initiator *model.Order, completion *model.Order, price decimal.Decimal, ...) error
• type Level
• type LevelHeap
  • func (h LevelHeap) Len() int
  • func (h LevelHeap) Less(i, j int) bool
  • func (h *LevelHeap) Peek() *Level
  • func (h *LevelHeap) Pop() interface{}
  • func (h *LevelHeap) Push(x interface{})
  • func (h *LevelHeap) Remove(o model.Order) error
  • func (h LevelHeap) Swap(i, j int)
• type MarketData
  • func NewMarketData(futuresID string) *MarketData
  • func (m *MarketData) BroadcastOrderBook()
  • func (m *MarketData) NewCancelOrder(o model.Order)
  • func (m *MarketData) NewLimitOrder(order model.Order)
  • func (m *MarketData) NewMarketOrder(order model.Order)
  • func (m *MarketData) NewStopOrder(order model.Order)
  • func (m *MarketData) TriggerStopOrder(prev decimal.Decimal, current decimal.Decimal)
• type MatchHandler
  • func (h *MatchHandler) HandleMessage(m *nsq.Message) error
• type Matcher
  • func NewMatcher() *Matcher
• type MaxHeap
  • func NewMaxHeap() *MaxHeap
  • func (h MaxHeap) Less(i, j int) bool
• type MinHeap
  • func NewMinHeap() *MinHeap
  • func (h MinHeap) Less(i, j int) bool

Types

type Executor

type Executor struct {
	EtcdClient *clientv3.Client
}

func NewExecutor

func NewExecutor() *Executor

func (*Executor) NewTrade

func (e *Executor) NewTrade(initiator *model.Order, completion *model.Order, price decimal.Decimal, quantity decimal.Decimal) error

type Level

type Level struct {
	Price decimal.Decimal `json:"price"`
	Order []*model.Order  `json:"orders"`
}

type LevelHeap

type LevelHeap []Level

func (LevelHeap) Len

func (h LevelHeap) Len() int

func (LevelHeap) Less

func (h LevelHeap) Less(i, j int) bool

func (*LevelHeap) Peek

func (h *LevelHeap) Peek() *Level

Peek returns the peek of the heap.

func (*LevelHeap) Pop

func (h *LevelHeap) Pop() interface{}

func (*LevelHeap) Push

func (h *LevelHeap) Push(x interface{})

func (*LevelHeap) Remove

func (h *LevelHeap) Remove(o model.Order) error

func (LevelHeap) Swap

func (h LevelHeap) Swap(i, j int)

type MarketData

type MarketData struct {
	Executor *Executor
	// contains filtered or unexported fields
}

func NewMarketData

func NewMarketData(futuresID string) *MarketData

func (*MarketData) BroadcastOrderBook

func (m *MarketData) BroadcastOrderBook()

func (*MarketData) NewCancelOrder

func (m *MarketData) NewCancelOrder(o model.Order)

NewCancelOrder cancels a specific order.

func (*MarketData) NewLimitOrder

func (m *MarketData) NewLimitOrder(order model.Order)

NewLimitOrder creates a new limit order.

func (*MarketData) NewMarketOrder

func (m *MarketData) NewMarketOrder(order model.Order)

NewMarketOrder creates a new marker order.

func (*MarketData) NewStopOrder

func (m *MarketData) NewStopOrder(order model.Order)

NewStopOrder creates a new stop order.

func (*MarketData) TriggerStopOrder

func (m *MarketData) TriggerStopOrder(prev decimal.Decimal, current decimal.Decimal)

type MatchHandler

type MatchHandler struct {
	*Matcher
}

func (*MatchHandler) HandleMessage

func (h *MatchHandler) HandleMessage(m *nsq.Message) error

type Matcher

type Matcher struct {
	*nsq.Consumer
	MarketDataMap map[string]*MarketData
}

func NewMatcher

func NewMatcher() *Matcher

type MaxHeap

type MaxHeap struct {
	LevelHeap
}

MaxHeap defines a max heap.

func NewMaxHeap

func NewMaxHeap() *MaxHeap

func (MaxHeap) Less

func (h MaxHeap) Less(i, j int) bool

type MinHeap

type MinHeap struct {
	LevelHeap
}

MinHeap defines a min heap.

func NewMinHeap

func NewMinHeap() *MinHeap

func (MinHeap) Less

func (h MinHeap) Less(i, j int) bool