diff --git a/lib/rex/book.rb b/lib/rex/book.rb
index 916be26..5e883d7 100644
--- a/lib/rex/book.rb
+++ b/lib/rex/book.rb
@@ -5,6 +5,7 @@ require_relative "book/trade"
 require_relative "book/order"
 require_relative "book/limit_order_book"
 require_relative "book/matcher"
+require_relative "book/limit_volume_tracker"
 
 module Rex
   module Book
diff --git a/lib/rex/book/limit_volume_tracker.rb b/lib/rex/book/limit_volume_tracker.rb
new file mode 100644
index 0000000..be61cb8
--- /dev/null
+++ b/lib/rex/book/limit_volume_tracker.rb
@@ -0,0 +1,63 @@
+module Rex
+  module Book
+    class LimitVolumeTracker
+      LimitVolumeChange = Struct.new(:side, :price, :new_volume)
+
+      attr_reader :volumes
+
+      def initialize
+        @volumes = Hash.new { 0 }
+      end
+
+      def add_order(order)
+        volumes[[order.is_buy, order.price]] += order.remaining_quantity
+
+        [
+          LimitVolumeChange.new(
+            side(order),
+            order.price,
+            volumes[[order.is_buy, order.price]]
+          )
+        ]
+      end
+
+      def remove_order(order)
+        volumes[[order.is_buy, order.price]] -= order.remaining_quantity
+
+        [
+          LimitVolumeChange.new(
+            side(order),
+            order.price,
+            volumes[[order.is_buy, order.price]]
+          )
+        ]
+      end
+
+      def process_trade(trade)
+        buy_order = trade.buy_order
+        sell_order = trade.sell_order
+
+        volumes[[buy_order.is_buy, buy_order.price]] -= trade.quantity
+        volumes[[sell_order.is_buy, sell_order.price]] -= trade.quantity
+        [
+          LimitVolumeChange.new(
+            :buy,
+            buy_order.price,
+            volumes[[buy_order.is_buy, buy_order.price]]
+          ),
+          LimitVolumeChange.new(
+            :sell,
+            sell_order.price,
+            volumes[[sell_order.is_buy, sell_order.price]]
+          )
+        ]
+      end
+
+      private
+
+      def side(order)
+        order.is_buy ? :buy : :sell
+      end
+    end
+  end
+end
diff --git a/spec/book/limit_volume_tracker_spec.rb b/spec/book/limit_volume_tracker_spec.rb
new file mode 100644
index 0000000..ae2e20a
--- /dev/null
+++ b/spec/book/limit_volume_tracker_spec.rb
@@ -0,0 +1,71 @@
+# frozen_string_literal: true
+
+RSpec.describe Rex::Book::LimitVolumeTracker do
+  let(:instance) { described_class.new }
+  let(:sell_order) { build(:order, is_buy: false, price: 100, quantity: 250) }
+  let(:buy_order) { build(:order, is_buy: true, price: 100, quantity: 200) }
+
+  describe "#add_order" do
+    it "adds the quantity to the limit volume" do
+      expect { instance.add_order(sell_order) }.to(
+        change { instance.volumes[[false, 100]] }.to(250)
+      )
+    end
+
+    it "returns the changes limit volumes as a struct" do
+      expect(instance.add_order(sell_order)).to eq([
+        Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:sell, 100, 250)
+      ])
+    end
+  end
+
+  describe "#remove_order" do
+    before do
+      instance.add_order(sell_order)
+    end
+
+    it "removes the quantity from the limit volume" do
+      expect { instance.remove_order(sell_order) }.to(
+        change { instance.volumes[[false, 100]] }.from(250).to(0)
+      )
+    end
+
+    it "returns the changes limit volumes as a struct" do
+      expect(instance.remove_order(sell_order)).to eq([
+        Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:sell, 100, 0)
+      ])
+    end
+  end
+
+  describe "#process_trade" do
+    let(:trade) do
+      Rex::Book::Trade.new(
+        buy_order: buy_order,
+        sell_order: sell_order,
+        price: 100,
+        quantity: 200
+      )
+    end
+
+    before do
+      instance.add_order(sell_order)
+      instance.add_order(buy_order)
+    end
+
+    it "adjusts the volumes of the involved limits" do
+      expect { instance.process_trade(trade) }.to(
+        change { instance.volumes[[false, 100]] }.from(250).to(50)
+        .and(
+          change { instance.volumes[[true, 100]] }.from(200).to(0)
+        )
+      )
+    end
+
+    it "returns the changes limit volumes as a struct" do
+      expect(instance.process_trade(trade)).to eq([
+        Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:buy, 100, 0),
+        Rex::Book::LimitVolumeTracker::LimitVolumeChange.new(:sell, 100, 50)
+      ])
+    end
+  end
+end