All notable changes to this project will be documented in this file.
The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.
NOTE: Include in the changelog only what is interesting for the business and
service runtime.
For instance, fixing the documentation and lintin SHOULD not be
included in the changelog document.
- Fix order done price for limit order
- Added Depth method to get price levels for bids and asks
- Added Order method to get Order object by ID
- Added parial quantity processed return value to Market and Limit orders
- Added in travisci and GolangCI linter
- Fix vet warnings
- Added json.Marshaler and json.Unmarshaler interfaces
- Added total market price calculation for definite quantity (CalculateMarketPrice)
Initial release of the orderbook library. The functionality was used before as library.
- Standard price-time priority
- Supports both market and limit orders
- Supports order cancelling
- High performance (above 300k trades per second)
- Optimal memory usage