dex

package

v1.0.7 Latest Latest Go to latest Published: Mar 12, 2026 License: BSD-3-Clause Imports: 3 Imported by: 2

Details

Valid go.mod file
Redistributable license
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Stable version
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Repository

github.com/luxfi/accel

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Documentation ¶

Overview ¶

Package dex provides GPU-accelerated DEX operations.

Uses dex_swap.* kernels from backend plugins for order matching and atomic swap execution.

Index ¶

Variables
func BatchMatch(orderBooks [][]Order, incomingBatches [][]Order) ([][]Trade, error)
func MatchOrders(bids, asks []Order, incoming []Order) ([]Trade, []Order, error)
func Swap(makerAsset, takerAsset []byte, makerAmount, takerAmount uint64, ...) ([]byte, error)
type Level
- func AggregateBook(orders []Order, numLevels int) (bids, asks []Level, err error)
type Order
type OrderType
type Side
type Trade

Constants ¶

This section is empty.

Variables ¶

View Source

var (
	ErrInvalidOrder = errors.New("dex: invalid order")
	ErrNoMatch      = errors.New("dex: no matching orders")
	ErrBookEmpty    = errors.New("dex: order book empty")
)

Functions ¶

func BatchMatch ¶

func BatchMatch(orderBooks [][]Order, incomingBatches [][]Order) ([][]Trade, error)

BatchMatch matches multiple order batches in parallel. Useful for high-frequency trading scenarios.

func MatchOrders ¶

func MatchOrders(bids, asks []Order, incoming []Order) ([]Trade, []Order, error)

MatchOrders matches incoming orders against an order book. Uses GPU acceleration for parallel price-time priority matching. Returns executed trades and updated orders.

func Swap ¶

func Swap(
	makerAsset, takerAsset []byte,
	makerAmount, takerAmount uint64,
	makerSig, takerSig []byte,
) ([]byte, error)

Swap executes an atomic swap between two parties. Uses dex_swap kernel for GPU-accelerated execution.

Types ¶

type Level ¶

type Level struct {
	Price      uint64
	Quantity   uint64
	OrderCount uint32
}

Level represents an aggregated order book level.

func AggregateBook ¶

func AggregateBook(orders []Order, numLevels int) (bids, asks []Level, err error)

AggregateBook aggregates orders into price levels. GPU-accelerated for large order books.

type Order ¶

type Order struct {
	ID        uint64
	UserID    uint64
	Price     uint64 // Fixed-point Q32.32 or similar
	Quantity  uint64
	Remaining uint64
	Timestamp uint64
	Side      Side
	Type      OrderType
}

Order represents a trading order.

type OrderType ¶

type OrderType uint8

OrderType represents the order type.

const (
	Limit  OrderType = 0
	Market OrderType = 1
	IOC    OrderType = 2 // Immediate-or-Cancel
	FOK    OrderType = 3 // Fill-or-Kill
)

type Side ¶

type Side uint8

Side represents order side (bid/ask).

const (
	Bid Side = 0
	Ask Side = 1
)

type Trade ¶

type Trade struct {
	ID          uint64
	MakerID     uint64
	TakerID     uint64
	MakerUserID uint64
	TakerUserID uint64
	Price       uint64
	Quantity    uint64
	Timestamp   uint64
	TakerSide   Side
}

Trade represents an executed trade.

Source Files ¶

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