Match orderbook logic for orders inserted into orderbook

[nikhilsaraf]

Is there any orderbook matching logic included?

if I add an ask at price = 100.0 (volume = 5.0) and a bid at price 101.0 (volume = 9.0) then I'd expect that these offers would "cross" and the orderbook would have remaining 1 bid order at price = 101.0 with volume = 4.0 along with one trade which is a sell at price = 100.0 for volume = 5.0

Can you please comment on whether "matching" an orderbook is part of the scope of this project?

[mutalisk999]

if I add an ask at price = 100.0 (volume = 5.0) and a bid at price 101.0 (volume = 9.0) then I'd expect
that these offers would "cross" and the orderbook would have remaining 1 bid order at price = 101.0 
with volume = 4.0 along with one trade which is a sell at price = 100.0 for volume = 5.0

In order book trading systems, this is very common trading logic. In the case of crossings, the price of the pending order in the order book will be the final price.