[](https://travis-ci.com/alexey-ernest/go-hft-orderbook) # go-hft-orderbook Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges. Inspired by [this](https://web.archive.org/web/20110219163448/http://howtohft.wordpress.com/2011/02/15/how-to-build-a-fast-limit-order-book/) article. ## Operations * Add – O(log M) for the first order at a limit, O(1) for all others * Cancel – O(1) * GetBestBid/Offer – O(1) * GetVolumeAtLimit – O(1) ## Performance * Random generated insertion with limited number of price levels (10K levels) on average MacBook Pro: ~200ns/op or ~5M op/s ## TODO * Object pool (Done) * Real data for benchmarks ## Radicle URN rad:git:hwd1yregaqj5mrp5dgc3gyuu6exszg84zr71su8j1f7t6oe9czxee1zzyzr