Order Book

◆ ORDER BOOK price-time priority matching engine

connecting

Last—

Mid—

Spread—

Best Bid—

Best Ask—

Order Book cumulative depth

PriceSizeTotal

— spread —

New Order

Limit Price Size

Trade Tape

TimeSidePriceSize

connecting updated — events 0 SSE push · single-writer book privacy github.com/damian1000/orderbook