Bruno BELANYI
|
8bba52d3b9
|
kraken: engine: expose 'process_single_order'
|
2022-03-24 17:19:02 +01:00 |
|
Bruno BELANYI
|
1cf45d9125
|
kraken: engine: DRY in trade matching
|
2022-03-12 13:56:08 +01:00 |
|
Bruno BELANYI
|
ce9457fabd
|
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.
|
2022-03-12 13:48:57 +01:00 |
|
Bruno BELANYI
|
8534a74c87
|
kraken: engine: DRY in top-of-book handling
|
2022-03-12 12:40:23 +01:00 |
|
Bruno BELANYI
|
fae4a9d5c7
|
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.
|
2022-03-12 12:40:23 +01:00 |
|
Bruno BELANYI
|
37b04a678a
|
kraken: engine: fix comparisons
|
2022-03-12 11:39:39 +01:00 |
|
Bruno BELANYI
|
0817e7ac7e
|
kraken: engin: add 'Engine'
This is the brains of the operation, the matching engine.
|
2022-03-12 11:39:39 +01:00 |
|