https://github.com/dominictobias/go-orderbook

A market+limit orderbook in Go
https://github.com/dominictobias/go-orderbook

Last synced: 27 days ago
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A market+limit orderbook in Go

• Host: GitHub
• URL: https://github.com/dominictobias/go-orderbook
• Owner: dominictobias
• Created: 2022-04-25T22:18:32.000Z (almost 3 years ago)
• Default Branch: master
• Last Pushed: 2023-03-13T23:51:41.000Z (about 2 years ago)
• Last Synced: 2025-03-19T23:36:12.173Z (about 1 month ago)
• Language: Go
• Size: 3.88 MB
• Stars: 3
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

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README

        
# Go Orderbook

A fast orderbook in Go.

### Features

- Market orders

- Limit orders (GTC)

- Add, Cancel, Amend (quantity)

- Best price and depth of each side

- Last filled price

### Todo

- Persistence / restore from snapshot

- Add more execution styles (FOK, IOC etc)

- Test and finish inbound messages

- Implement outbound messages

I'm not actively working on this but plan to pick it up again some time.