Exchange v0.1.0 API Reference
Modules
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