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alexey-ernest / go-hft-orderbook

Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges
MIT License
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Do market orders planned ? Can you share benchmark script . #1

Closed KabDeveloper closed 1 year ago

KabDeveloper commented 4 years ago

Hi,

Do market orders planned ?

Can you share your benchmark script please ?

Thank you

KabDeveloper commented 4 years ago

Also, do you have a usage example ?

alexey-ernest commented 1 year ago

The benchmarks are in the test files, e.g. https://github.com/alexey-ernest/go-hft-orderbook/blob/master/orderbook_test.go

alexey-ernest commented 1 year ago

Hi,

Do market orders planned ?

Can you share your benchmark script please ?

Thank you

No market orders planned, as it is not intended for a matching engine, rather than for managing your own copy of an orderbook in memory to make trading decisions.