dex

Mar 2, 2026

Changes in this version

+ var ErrBookEmpty = errors.New("dex: order book empty")

+ var ErrInvalidOrder = errors.New("dex: invalid order")

+ var ErrNoMatch = errors.New("dex: no matching orders")

+ 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 struct

+ OrderCount uint32

+ Price uint64

+ Quantity uint64

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

+ type Order struct

+ ID uint64

+ Price uint64

+ Quantity uint64

+ Remaining uint64

+ Side Side

+ Timestamp uint64

+ Type OrderType

+ UserID uint64

+ type OrderType uint8

+ const FOK

+ const IOC

+ const Limit

+ const Market

+ type Side uint8

+ const Ask

+ const Bid

+ type Trade struct

+ ID uint64

+ MakerID uint64

+ MakerUserID uint64

+ Price uint64

+ Quantity uint64

+ TakerID uint64

+ TakerSide Side

+ TakerUserID uint64

+ Timestamp uint64