dd441df8ff
Return the cancelled order explicitly
2024-01-21 19:00:17 +01:00
cd2262e895
Separate LimitOrderBook#match into its own method
2024-01-21 18:59:40 +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
b7df45794c
Refactor how we require the book commponents
2023-11-08 22:44:47 +01:00
cc624fb93a
Bump standard ruby version
2023-11-08 20:36:10 +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
87f56e6e9b
Remove unused exception
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
986fc47c73
Fix standard ruby style issues
2023-10-27 19:14:57 +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
a51c0724c2
Add new models to rex library
2023-10-27 14:57:04 +02:00
44ab975d2f
Add order book scaffolding
2023-10-27 14:56:35 +02:00
da31634600
Implement limit
2023-10-27 14:56:19 +02:00
59420ee879
Implement order model
2023-10-27 14:56:05 +02:00
42758636b4
Add Gemfile.lock
2023-10-27 14:55:53 +02:00
f1bad8d91a
Fill out gemspec
2023-10-27 14:55:38 +02:00
c8a7022e5b
First commit
2023-10-27 14:53:56 +02:00
