Basic limit order book ( LOB ) implementation in Typescript.
Limit order book ( LOB ) is an record of all buy and sell limit orders being currently set in the market. It essentially showcases all supply and demand waiting to be filled using aggressive/market orders. Aside from that, limit order book also showcases ask and bid quotes currently available for buy/sell aggressive order fill.
- Custom sorted map type ( for performance )
- Order book
- Feature for limit order setup
- Feature for market order setup
- Feature for directly getting the book ( with volume )
- Feature for getting current best bid/ask