交易系统撮合引擎

Demo

功能列表

 go get github.com/yzimhao/trading_engine

接入相关方法介绍

 var btcusdt *trading_engine.TradePair
 //初始化交易对,需要设置价格、数量的小数点位数,
 //需要将数字格式化字符串对外展示的时候,用到这两个小数位,统一数字长度
 btcusdt = trading_engine.NewTradePair("BTC_USDT", 2, 6)
 //买卖订单号最好做一个区分,方便识别订单
 
 //卖单
 uniq := fmt.Sprintf("a-%s", orderId)
 createTime := time.Now().Unix()
 //限价卖单
 item := trading_engine.NewAskLimitItem(uniq, price, quantity, createTime)
 btcusdt.PushNewOrder(item)
 //市价-按数量卖出
 item = trading_engine.NewAskMarketQtyItem(uniq, quantity, createTime)
 btcusdt.PushNewOrder(item)
 //市价-按金额卖出
 item = trading_engine.NewAskMarketAmountItem(uniq, amount, createTime)
 btcusdt.PushNewOrder(item)
 //买单
 uniq := fmt.Sprintf("b-%s", orderId)
 createTime := time.Now().Unix()
 //限价买单
 item := trading_engine.NewBidLimitItem(uniq, price, quantity, createTime)
 btcusdt.PushNewOrder(item)
 //市价-按数量买单
 item = trading_engine.NewBidMarketQtyItem(uniq, quantity, createTime)
 btcusdt.PushNewOrder(item)
 //市价-按金额买单
 item = trading_engine.NewBidMarketAmountItem(uniq, amount, createTime)
 btcusdt.PushNewOrder(item)
 //取消订单, 该操作会将uniq订单号从队列中移除,然后发出一个chan通知在ChCancelResult
 //业务代码可以通知监听取消通知,去做撤单逻辑相关的操作
 if strings.HasPrefix(orderId, "a-") {
 btcusdt.CancelOrder(trading_engine.OrderSideSell, uniq)
 } else {
 btcusdt.CancelOrder(trading_engine.OrderSideBuy, uniq)
 }
 //获取深度, 参数为深度获取的个数 ["1.0001", "19960"] => [价格,数量]
 ask := btcusdt.GetAskDepth(10)
 bid := btcusdt.GetBidDepth(10)
 //撮合系统有chan通知,监听如下
 for {
 select{
 case tradelog := <-btcusdt.ChTradeResult:
 //撮合成功,买卖双方订单信息,成交价格、数量等
 //通知结算逻辑...
 ...
 case orderId := <- btcusdt.ChCancelResult:
 //被取消的订单id, 确认队列里面没有了 会有这个通知
 ...
 default:
 time.Sleep(time.Duration(50) * time.Millisecond)
 }
 
 }

example

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