orderbook

type Actor ¶

type Actor struct {
	coreactor.ActorBase
	// contains filtered or unexported fields
}

Actor is the orderbook actor that maintains per-symbol order books, writes state to Cache, and requests snapshots via MsgBus commands.

func NewActor(cat *catalog.Catalog, c *cache.Cache) *Actor

func (a *Actor) Handle(ev msgbus.Event, bus *msgbus.MsgBus)

func (a *Actor) OnInit(config map[string]any)

func (a *Actor) OnStart()

func (a *Actor) OnStop()

func (a *Actor) RegisterSymbol(symbolID, pricePrecision, sizePrecision int)

type DepthUpdateBuffer ¶

type DepthUpdateBuffer struct {
	PreviousDepthID int
	FirstDepthID    int
	FinalDepthID    int
	Timestamp       uint64
	Bids            []common.PriceLevel
	Asks            []common.PriceLevel
}

DepthUpdateBuffer holds a buffered depth update during sync. For Binance depth updates:

• PreviousDepthID = U - 1 (one before first update ID)
• FirstDepthID = U (first update ID in event)
• FinalDepthID = u (final update ID in event)

type OrderbookConfig ¶

type OrderbookConfig struct {
	Symbol string `yaml:"symbol"` // Universal ticker of the symbol to track
}

OrderbookConfig contains configuration for a single orderbook actor instance.

type SymbolBook ¶

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

SymbolBook maintains the orderbook state for a single symbol. Uses btree.Map keyed by PriceTick for both bids and asks.