orderbook

type Book interface {
	AddBuyOrder(order model.Order)
	AddSellOrder(order model.Order)
	CancelOrder(order model.Order) ([]model.OrderCancellation, error)
	ClearBuySideByUnitsAndPrice(units decimal.Decimal, price decimal.Decimal) (clearedOrders []*model.Order)
	ClearSellSideByUnitsAndPrice(units decimal.Decimal, price decimal.Decimal) (clearedOrders []*model.Order)
	ClearBuySideByUnits(units decimal.Decimal) (clearedOrders []*model.Order)
	ClearSellSideByUnits(units decimal.Decimal) (clearedOrders []*model.Order)
	GetFullSnapshot() *BookSnapshot
	GetSnapshotWithDepth(depth int) *BookSnapshot
	GetTotalBuyUnitsFromPrice(price decimal.Decimal) decimal.Decimal
	GetTotalSellUnitsToPrice(price decimal.Decimal) decimal.Decimal
	GetHighestBuy() *bookLimit
	GetLowestSell() *bookLimit
}

type BookSnapshot struct {
	Buys  []*bookSnapshotRecord `json:"buys"`
	Sells []*bookSnapshotRecord `json:"sells"`
}