Trading (trading v0.1.0)

Trading Infrastructure - A high-performance trading library focused on order book dynamics.

This library provides:

  • Efficient order book management
  • Order matching engine
  • Market data processing
  • Market microstructure analytics
  • Backtesting capabilities

Summary

Functions

Creates a new order book for a given symbol.

Functions

new_order(id, side, price, quantity, type)

Creates a new order.

Examples

iex> Trading.new_order("order1", :buy, 150.00, 100, :limit)
%Trading.Order{id: "order1", side: :buy, ...}

new_order_book(symbol)

Creates a new order book for a given symbol.

Examples

iex> Trading.new_order_book("AAPL")
%Trading.OrderBook{symbol: "AAPL", ...}