Commit Graph

10 Commits

Author SHA1 Message Date
62837116c3 Use ring buffer to keep track of previous trades 2024-05-26 21:21:21 +02:00
14557d2a34 Add method to retrieve a user's orders in a limit order book 2024-02-03 21:29:27 +01:00
1bdb619f6c Implement basic capped trade tracker 2024-02-03 21:04:09 +01:00
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