https://github.com/bhomnick/bexchange

A simple limit order book implemented in Go
https://github.com/bhomnick/bexchange

exchanges go golang trading

Last synced: 2 months ago
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A simple limit order book implemented in Go

• Host: GitHub
• URL: https://github.com/bhomnick/bexchange
• Owner: bhomnick
• License: mit
• Created: 2017-10-19T08:25:21.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2017-10-29T08:04:06.000Z (over 8 years ago)
• Last Synced: 2024-06-20T11:45:55.491Z (almost 2 years ago)
• Topics: exchanges, go, golang, trading
• Language: Go
• Homepage:
• Size: 9.77 KB
• Stars: 24
• Watchers: 5
• Forks: 9
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# bexchange

[![Build Status](https://travis-ci.org/bhomnick/bexchange.svg?branch=master)](https://travis-ci.org/bhomnick/bexchange)

The `bexchange` package is a simple limit order book implemented as a go exercise. Currently limit buys, sells, and order cancellation are all supported.  

## Example

```go

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)

    ob.AddOrder(bx.NewOrder(1, false, 50, 50))

    ob.AddOrder(bx.NewOrder(2, false, 45, 25))

    ob.AddOrder(bx.NewOrder(3, false, 45, 25))

    ob.AddOrder(bx.NewOrder(4, true, 55, 75))

    ob.CancelOrder(1)

    ob.Done()

    <-done

}

```

As the order book receives commands it generates action messages that needed to be handled to ensure durability. Two channels are used in this example: 

- The `actions` channel is written to by the order book and read by an action handler. For debugging purposes a `ConsoleActionHandler` is included that simply prints actions to the console as they arrive.

- When the `Done` command is issued the program should block on the action handler to finish processing outstanding actions. The `done` channel allows this syncrhonization.

## Future features

- Serialize orderbook reads and writes to add consistency across trader clients

- Add a websocket layer and web interface