NewOrderLinkedList

This library implements a linked list data structure for managing orderbook prices.

Variables

PriceLinkedList (struct)

a storage struct type for storing price linked lists

Internal Functions

_setLmp

Sets the last matched price in the PriceLinkedList.

Parameters

_heads

Returns the heads of the ask and bid price linked lists.

Parameters

Returns

_askHead

Returns the head of the ask price linked list.

Parameters

Returns

_bidHead

Returns the head of the bid price linked list.

Parameters

Returns

_mktPrice

Returns the last matched price.

Parameters

Returns

_next

Returns the next price in the linked list based on the current price and whether it is a bid or ask price.

Parameters

Returns

_insert

Inserts a new price into the linked list based on whether it is a bid or ask price. The new price is inserted in the correct position, maintaining the order of the linked list.

Parameters

_getPrices

Retrieves an array of prices from the linked list, starting from the head and moving to the next price in the specified direction (bid or ask). The number of prices returned is limited by the n parameter.

Parameters

Returns

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