A fast LimitOrderBook in Javascript (still work in progress)

Ported from OrderBook

Install

yarn add lob.js

import OrderBook from "lob.js";
const book = new OrderBook();

Look into the __test__ folder for sample usage.

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Methods

processOrder()

Events

transaction:new

price:new

price:remove

order:new

order:update

order:remove

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Author

👤 ShaunLWM

• Website: https://shaunlwm.me
• Github: @ShaunLWM

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