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main.rs
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24 lines (22 loc) · 779 Bytes
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use orderbooklib::{dbgp, OrderBook, OrderStatus, Side};
use rand::Rng;
fn main() {
println!("Creating new Orderbook");
let mut ob = OrderBook::new("BTC".to_string());
let mut rng = rand::thread_rng();
for _ in 1..100000 {
ob.add_limit_order(Side::Bid, rng.gen_range(1..5000), rng.gen_range(1..=500));
}
//dbgp!("{:#?}", ob);
println!("Done adding orders, Starting to fill");
for _ in 1..10 {
for _ in 1..10000 {
let fr = ob.add_limit_order(Side::Ask, rng.gen_range(1..5000), rng.gen_range(1..=500));
// if matches! {fr.status, OrderStatus::Filled} {
// dbgp!("{:#?}, avg_fill_price {}", fr, fr.avg_fill_price());
// }
}
}
println!("Done!");
ob.get_bbo();
}