orderbook using a linked list - #10

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githubsands wants to merge 9 commits into

orderbook_updates

Commits on May 22, 2023

Merge pull request #9 from githubsands/quoter-errors
githubsands
authored
wip

Ryan Vacek
authored and
Ryan Vacek
committed
adds sorting to the orderbook for one side

Ryan Vacek
authored and
Ryan Vacek
committed
adds location update & bids sorting

Ryan Vacek
authored and
Ryan Vacek
committed
keep track of closest spread values for quote publishing

Ryan Vacek
authored and
Ryan Vacek
committed
wip

Ryan Vacek
authored and
Ryan Vacek
committed
error handling for the orderbook

Ryan Vacek
authored and
Ryan Vacek
committed
adds quoting from orderbook

Ryan Vacek
authored and
Ryan Vacek
committed
integrate ring buffer, adds tokio quote sender, fixes up upstream config its for orderbook construction

Ryan Vacek
authored and
Ryan Vacek
committed