Exchange v0.1.0 API Reference

Modules

Documentation for Exchange.

Public API to use the Event Bus.

A struct representing the payload of :order_cancelled events.

A struct representing the payload of :order_expired events.

A struct representing the payload of :order_placed events.

A struct representing the payload of :order_queued events.

A struct representing the payload of :price_broadcast events.

A struct representing the payload of :trade_executed events.

A struct representing the payload of :trade_processed events.

Documentation for a Flux adapter

Documentation for a InMemoryTimeSeries adapter

This is used to test the message sent by the Matching Engine

This is the core of the Exchange The matching engine is responsible for matching the orders on the order book

Behaviour that a message library must implement in order to comunicate with the Exchange

An Order

Order Book Struct

The Order Book is the Exchange main data structure. It holds the Order Book in Memory where the MatchingEngine realizes the matches and register the Trades.

Behaviour that a time series database must implement to be able to comunicate with the Exchange

Placeholder to define trades

Auxiliary functions for Exchange APP

Validations for Data Structures for the Exchange