Zeus is a limit order book (LOB) implemented in OCaml 🐪
Manages individual orders with support for creating, filling, and checking the status of orders.
Handles price levels, aggregating orders at the same price (or tick) and providing efficient access and manipulation.
Handles a trade consisting of two orders that can be processed by the order book, ensuring accurate tracking and execution.
Manages the entire order book, including placing, canceling, and executing orders. It maintains separate records for bids and asks, ensuring efficient order matching and book updates.
Side effects are bad 🙅♂️
build:
make build
run:
make run
test:
make test
format:
make fmt