C# (CSharp) OrderBookLib MatchingEngine Examples

Example #1

        public Task RunAsync(CancellationToken ct)
        {
            MatchingEngine me = new MatchingEngine(_orderBook);

            me.OnNewTrades        += HandleNewTrades;
            me.OnOrderBookUpdated += HandleOrderBookUpdated;
            return(_orderStore.ReadAsync(me, ct));
        }

Example #2

File: Exchange.cs Project: adamwpc/bob

        public Task RunAsync(CancellationToken ct)
        {
            MatchingEngine me = new MatchingEngine(_orderBook);

            return(_orderStore.ReadAsync(me, ct));
        }