Skip to content
A simple limit order book implemented in Go
Branch: master
Clone or download
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Type Name Latest commit message Commit time
Failed to load latest commit information.
main_test.go changed package name to bexchange Oct 29, 2017


Build Status

The bexchange package is a simple limit order book implemented as a go exercise. Currently limit buys, sells, and order cancellation are all supported.


package main

import (
    bx ""

func main() {
    actions := make(chan *bx.Action)
    done := make(chan bool)

    go bx.ConsoleActionHandler(actions, done)

    ob := bx.NewOrderBook(actions)
    ob.AddOrder(bx.NewOrder(1, false, 50, 50))
    ob.AddOrder(bx.NewOrder(2, false, 45, 25))
    ob.AddOrder(bx.NewOrder(3, false, 45, 25))
    ob.AddOrder(bx.NewOrder(4, true, 55, 75))


As the order book receives commands it generates action messages that needed to be handled to ensure durability. Two channels are used in this example:

  • The actions channel is written to by the order book and read by an action handler. For debugging purposes a ConsoleActionHandler is included that simply prints actions to the console as they arrive.
  • When the Done command is issued the program should block on the action handler to finish processing outstanding actions. The done channel allows this syncrhonization.

Future features

  • Serialize orderbook reads and writes to add consistency across trader clients
  • Add a websocket layer and web interface
You can’t perform that action at this time.