class OrderBook
- OrderBook
- Reference
- Object
Defined in:
orderbook/orderbook.crConstant Summary
-
ASK =
"ask" -
BID =
"bid" -
COMPLETE =
1 -
LIMIT =
"limit" -
MARKET =
"market" -
String consts
Instance Method Summary
- #add_ask(order : Order)
- #add_bid(order : Order)
- #add_fill(bid, ask : Order, price, amount : Float64, taker : Bool)
- #add_order(order : Order)
- #add_stop(order : Order)
- #asks : Array(Order)
- #asks=(asks : Array(Order))
- #bids : Array(Order)
- #bids=(bids : Array(Order))
- #clean_complete
- #execute(order : Order)
- #execute_limit_ask(order : Order, order_index : Int32)
- #execute_limit_bid(order : Order, order_index : Int32)
- #execute_market_ask(order : Order, order_index : Int32)
- #execute_market_bid(order : Order, order_index : Int32)
- #fills : Array(Fill)
- #fills=(fills : Array(Fill))
- #fire
- #get_index(order : Order)
- #remove_complete_orders(order_list : Array)
- #stops : Array(Order)
- #stops=(stops : Array(Order))