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snth / numismatic Public

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Orderbooks#34

Open

snth wants to merge 18 commits intomastersnth/numismatic:masterfrom

orderbookssnth/numismatic:orderbooksCopy head branch name to clipboard

Conversation Commits18 (18)Checks Files changed

Open

Orderbooks#34
snth wants to merge 18 commits intomasterfrom
orderbooks

Commits

Commits on Oct 24, 2017

Adds TODO and FIXME notes
snth
committed
Adds a basic OrderBook implementation
snth
committed
Streamlines the OrderBook code
snth
committed
Improves efficiency of order book by maintaining sorted list of bids and asks
snth
committed
Adds an experimental OrderBookCollector
snth
committed
Adds a very experimental OrderBookCollector
snth
committed
Fixes volume for offer orders to be negative
snth
committed
Fixes missing call to base class initialization
snth
committed
Adds basic PriorityQueue implementation
snth
committed
Adds PriorityQueue.peek()
snth
committed
Implements __iter__ interface in PriorityQueue
snth
committed
Improves OrderBook to use more efficient PriorityQueue
snth
committed
WIP: Attempts GDAX Market Depth tracking with MarketDepthUpdate
snth
committed
WIP: Attempts Market Depth tracking with overloading LimitOrder events
snth
committed
Makes best_bid, best_ask and mid_price properties
snth
committed
WIP: Tries to fix GDAX Market Depth
snth
committed
WIP: Adds debugging prints
snth
committed
WIP: Trying other variations for GDAX
snth
committed

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