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b7df45794c
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Refactor how we require the book commponents
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2023-11-08 22:44:47 +01:00 |
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1e62686e69
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Rename OrderBook to LimitOrderBook
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2023-11-08 20:35:14 +01:00 |
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509b00bb14
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Move order book to Rex::Book namespace
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2023-11-08 20:33:49 +01:00 |
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0efb6b0e88
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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
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2023-10-30 20:43:49 +01:00 |
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79be3b534c
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Implement limit volume tracking
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2023-10-29 20:07:39 +01:00 |
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87f56e6e9b
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Remove unused exception
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2023-10-29 20:07:39 +01:00 |
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5862368498
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Rename amount to quantity
More idiomatic naming for the order quantities.
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2023-10-29 20:07:39 +01:00 |
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2b9c82c4f6
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Add stack overflow based test case for matcher implementation
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2023-10-29 20:07:39 +01:00 |
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55f8652c64
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Increase branch test coverage
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2023-10-29 20:07:39 +01:00 |
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7191df2a90
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Add automatic order id assignment to order book
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2023-10-29 20:07:39 +01:00 |
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8668ad8927
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Add add_and_match_order method to orderbook
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2023-10-28 23:00:09 +02:00 |
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37435355ae
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Implement matching system
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2023-10-28 22:42:19 +02:00 |
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57436c9eb0
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Finish basic order book implementation
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2023-10-28 19:26:53 +02:00 |
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c16e705a4c
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Finish limit implementation
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2023-10-28 14:06:21 +02:00 |
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b3b31427db
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Add factory for orders
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2023-10-28 14:06:03 +02:00 |
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986fc47c73
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Fix standard ruby style issues
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2023-10-27 19:14:57 +02:00 |
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e92a3b1102
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Add Order#filled? method
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2023-10-27 19:09:24 +02:00 |
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a51c0724c2
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Add new models to rex library
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2023-10-27 14:57:04 +02:00 |
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44ab975d2f
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Add order book scaffolding
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2023-10-27 14:56:35 +02:00 |
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da31634600
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Implement limit
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2023-10-27 14:56:19 +02:00 |
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59420ee879
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Implement order model
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2023-10-27 14:56:05 +02:00 |
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c8a7022e5b
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First commit
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2023-10-27 14:53:56 +02:00 |
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