level3

package

v1.0.0 Latest Latest Go to latest Published: Jul 9, 2019 License: MIT Imports: 5 Imported by: 0

Details

Valid go.mod file
Redistributable license
Tagged version
Stable version
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Repository

github.com/JetBlink/orderbook

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Documentation ¶

Index ¶

type Order
- func NewOrder(orderId string, side string, price string, size string, time uint64, ...) (order *Order, err error)
type OrderBook
- func NewOrderBook() *OrderBook

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

This section is empty.

Types ¶

type Order ¶

type Order struct {
	OrderId string
	Side    string
	Price   decimal.Decimal
	Size    decimal.Decimal
	Time    uint64
	Info    interface{}
}

func NewOrder ¶

func NewOrder(orderId string, side string, price string, size string, time uint64, info interface{}) (order *Order, err error)

type OrderBook ¶

type OrderBook struct {
	Sequence  uint64             //Sequence || UpdateID
	Asks      *skiplist.SkipList //ask 是 要价，喊价 卖家 卖单 Sort price from low to high
	Bids      *skiplist.SkipList //bid 是 投标，买家 买单 Sort price from high to low
	OrderPool map[string]*Order
}

func NewOrderBook ¶

func NewOrderBook() *OrderBook

func (*OrderBook) AddOrder ¶

func (ob *OrderBook) AddOrder(order *Order) error

open 事件

func (*OrderBook) ChangeOrder ¶

func (ob *OrderBook) ChangeOrder(orderId string, size decimal.Decimal) error

替换, change 事件

func (*OrderBook) GetOrder ¶

func (ob *OrderBook) GetOrder(orderId string) *Order

func (*OrderBook) GetPartOrderBookBySide ¶

func (ob *OrderBook) GetPartOrderBookBySide(side string, number int) [][3]string

func (*OrderBook) MarshalJSON ¶

func (ob *OrderBook) MarshalJSON() ([]byte, error)

func (*OrderBook) MatchOrder ¶

func (ob *OrderBook) MatchOrder(orderId string, size decimal.Decimal) error

更新, match 事件

func (*OrderBook) RemoveByOrderId ¶

func (ob *OrderBook) RemoveByOrderId(orderId string) error

done 事件

Source Files ¶

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