internal

package
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Published: Jun 22, 2021 License: Apache-1.1 Imports: 5 Imported by: 0

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Types

type Market

type Market struct {
	Bids   orderList
	Offers orderList
}

Market is a simple CLOB

func NewMarket

func NewMarket() *Market

NewMarket returns an initialized Market instance

func (*Market) Cancel

func (m *Market) Cancel(clordID string, side enum.Side) (order *Order)

func (Market) Display

func (m Market) Display()

func (*Market) Insert

func (m *Market) Insert(order Order)

func (*Market) Match

func (m *Market) Match() (matched []Order)

type Order

type Order struct {
	ClOrdID          string
	Symbol           string
	SenderCompID     string
	TargetCompID     string
	Side             enum.Side
	OrdType          enum.OrdType
	Price            decimal.Decimal
	Quantity         decimal.Decimal
	ExecutedQuantity decimal.Decimal

	AvgPx decimal.Decimal

	LastExecutedQuantity decimal.Decimal
	LastExecutedPrice    decimal.Decimal
	// contains filtered or unexported fields
}

func (*Order) Cancel

func (o *Order) Cancel()

func (*Order) Execute

func (o *Order) Execute(price, quantity decimal.Decimal)

func (Order) IsClosed

func (o Order) IsClosed() bool

func (Order) OpenQuantity

func (o Order) OpenQuantity() decimal.Decimal

type OrderMatcher

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

func NewOrderMatcher

func NewOrderMatcher() *OrderMatcher

func (*OrderMatcher) Cancel

func (m *OrderMatcher) Cancel(clordID, symbol string, side enum.Side) *Order

func (OrderMatcher) Display

func (m OrderMatcher) Display()

func (OrderMatcher) DisplayMarket

func (m OrderMatcher) DisplayMarket(symbol string)

func (*OrderMatcher) Insert

func (m *OrderMatcher) Insert(order Order)

func (*OrderMatcher) Match

func (m *OrderMatcher) Match(symbol string) []Order

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