A fully synchronous order book. Artisinal and free from async.
Currently supported functionality:
- Multiple order books (one per symbol)
- Types of orders: market, limit, post-only, stop-loss, stop-limit
- Types of time-in-force: good-till-cancelled, immediate-or-cancel, fill-or-kill, all-or-none
Functionality to be added:
- Types of orders: trailing-stop, market-to-limit, pegged, iceberg/reserved
- Types of time-in-force: good-till-date