 Bruno BELANYI
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8bba52d3b9
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kraken: engine: expose 'process_single_order'
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2022-03-24 17:19:02 +01:00 |
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Bruno BELANYI
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d159cfb877
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kraken: engine: non-const 'output' on listener
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2022-03-24 17:17:44 +01:00 |
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Bruno BELANYI
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1cf45d9125
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kraken: engine: DRY in trade matching
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2022-03-12 13:56:08 +01:00 |
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Bruno BELANYI
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ce9457fabd
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kraken: engine: add trading on cross behaviour
It is limited, and mostly untested, I would need more explicit semantics
for the border cases to make it more robust.
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2022-03-12 13:48:57 +01:00 |
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Bruno BELANYI
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8534a74c87
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kraken: engine: DRY in top-of-book handling
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2022-03-12 12:40:23 +01:00 |
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Bruno BELANYI
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fae4a9d5c7
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kraken: engine: refactor 'cancel' ordering
Now that we have a way to reverse-lookup for cancel orders, we are not
linear in the number of active orders.
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2022-03-12 12:40:23 +01:00 |
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Bruno BELANYI
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37b04a678a
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kraken: engine: fix comparisons
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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4515fc1c36
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kraken: engine: add 'CsvEngineListern.output'
Otherwise it would be difficult to actually get access to the output...
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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0817e7ac7e
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kraken: engin: add 'Engine'
This is the brains of the operation, the matching engine.
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2022-03-12 11:39:39 +01:00 |
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Bruno BELANYI
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346dfc4e17
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kraken: engine: add 'CsvEngineListener'
This is the listener that implements the expected output.
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2022-03-12 11:07:20 +01:00 |
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Bruno BELANYI
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e3b2d29463
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kraken: engine: add 'EngineListener'
The `Engine` will be in charge of updating the book, triggering the
listener on each event.
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2022-03-12 11:07:20 +01:00 |
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