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View Code? Open in Web Editor NEWA simple limit order book implemented in Go
License: MIT License
A simple limit order book implemented in Go
License: MIT License
package main
import bx "github.com/bhomnick/bexchange"
func main() {
actions := make(chan *bx.Action)
done := make(chan bool)
go bx.ConsoleActionHandler(actions, done)
ob := bx.NewOrderBook(actions)
id := uint64(1)
sell := func(price uint32, amount uint32) {
ob.AddOrder(bx.NewOrder(id, false, price, amount))
id++
}
buy := func(price, amount uint32) {
ob.AddOrder(bx.NewOrder(id, true, price, amount))
id++
}
buy(200, 10)
sell(150, 3)
sell(150, 3)
ob.Done()
<-done
}
ID1 wants to buy 10 bananas by 200
ID2 wants to sell 3 bananas by 150
ID3 wants to sell 3 bananas by 150
Expected result: ID1 buys 3 bananas by 150 from ID2, closes ID2, buys 3 bananas by 150 from ID3, closes ID3
Actual output:
BUY - Order: 1, Amount: 10, Price: 200
SELL - Order: 2, Amount: 3, Price: 150
FILLED - Order: 2, Filled 3@200, From: 1
SELL - Order: 3, Amount: 3, Price: 150
DONE
It means that in current implementation ID1 buys 3 bananas from ID2 and that's all.
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