16028989e4
Allow iteration of limit volume tracker entries
2024-02-03 20:29:38 +01:00
bd0aa1245a
Use nested hash instead of tuple for hash keys
2024-01-22 16:54:49 +01:00
dd441df8ff
Return the cancelled order explicitly
2024-01-21 19:00:17 +01:00
0ba5914b9c
Move next_trade to matcher implementation
2024-01-20 17:27:09 +01:00
188f45d4c4
Implement a limit volume tracker
...
Implement the limit volume tracker that keeps track of the limit
volumes and emits change events that can be used by clients to
update their copy of the order book
2023-11-08 22:47:08 +01:00
1e62686e69
Rename OrderBook to LimitOrderBook
2023-11-08 20:35:14 +01:00
509b00bb14
Move order book to Rex::Book namespace
2023-11-08 20:33:49 +01:00
0efb6b0e88
Remove limit volume tracking from order book
...
It is not super relevant for the current matching engine,
we are going to solve this in the server implementation
2023-10-30 20:43:49 +01:00
79be3b534c
Implement limit volume tracking
2023-10-29 20:07:39 +01:00
5862368498
Rename amount to quantity
...
More idiomatic naming for the order quantities.
2023-10-29 20:07:39 +01:00
2b9c82c4f6
Add stack overflow based test case for matcher implementation
2023-10-29 20:07:39 +01:00
a95062234d
Ignore spec files in coverage reports
2023-10-29 20:07:39 +01:00
55f8652c64
Increase branch test coverage
2023-10-29 20:07:39 +01:00
7191df2a90
Add automatic order id assignment to order book
2023-10-29 20:07:39 +01:00
8668ad8927
Add add_and_match_order method to orderbook
2023-10-28 23:00:09 +02:00
37435355ae
Implement matching system
2023-10-28 22:42:19 +02:00
57436c9eb0
Finish basic order book implementation
2023-10-28 19:26:53 +02:00
c16e705a4c
Finish limit implementation
2023-10-28 14:06:21 +02:00
b3b31427db
Add factory for orders
2023-10-28 14:06:03 +02:00
d168a36fda
Add simplecov for coverage reports
2023-10-28 11:33:28 +02:00
9582315e59
Add factory bot dependency
2023-10-28 11:31:54 +02:00
e92a3b1102
Add Order#filled? method
2023-10-27 19:09:24 +02:00
f2f051c3a4
Remove default rspec test case
2023-10-27 19:08:46 +02:00
c8a7022e5b
First commit
2023-10-27 14:53:56 +02:00
