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Clean architecture following Go principles: - factory.go: Pure Go implementation (default, no CGO) - factory_cgo.go: C++ optimized version when CGO=1 - orderbook.go: Standalone Go orderbook implementation - cpp_orderbook.go: C++ bindings for high performance Also includes: - Vault execution integration with orderbook - dex-api-server command for REST/WebSocket API - E2E test scripts for API validation - Documentation site scaffolding
79 lines
1.6 KiB
Go
79 lines
1.6 KiB
Go
//go:build cgo
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// +build cgo
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package orderbook
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/*
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#include <stdlib.h>
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// Placeholder for C++ order book implementation
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void* create_orderbook() { return NULL; }
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void destroy_orderbook(void* ob) {}
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int place_order(void* ob, uint64_t id, int type, int side, double price, double quantity) { return 0; }
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int cancel_order(void* ob, uint64_t id) { return 0; }
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*/
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import "C"
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import (
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"unsafe"
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)
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// NewCppOrderBook creates a C++ implementation of the order book
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func NewCppOrderBook(cfg Config) OrderBook {
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return &cppOrderBook{
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ptr: C.create_orderbook(),
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}
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}
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type cppOrderBook struct {
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ptr unsafe.Pointer
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}
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func (c *cppOrderBook) AddOrder(order *Order) uint64 {
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if c.ptr == nil {
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return 0
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}
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C.place_order(c.ptr, C.uint64_t(order.ID),
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C.int(order.Type), C.int(order.Side),
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C.double(order.Price), C.double(order.Quantity))
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return order.ID
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}
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func (c *cppOrderBook) CancelOrder(orderID uint64) bool {
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if c.ptr == nil {
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return false
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}
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result := C.cancel_order(c.ptr, C.uint64_t(orderID))
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return result == 0
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}
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func (c *cppOrderBook) ModifyOrder(orderID uint64, newPrice, newQuantity float64) bool {
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// Placeholder implementation
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return false
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}
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func (c *cppOrderBook) MatchOrders() []Trade {
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// Placeholder implementation
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return []Trade{}
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}
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func (c *cppOrderBook) GetBestBid() float64 {
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// Placeholder implementation
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return 0
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}
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func (c *cppOrderBook) GetBestAsk() float64 {
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// Placeholder implementation
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return 0
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}
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func (c *cppOrderBook) GetDepth(level int) *Depth {
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// Placeholder implementation
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return &Depth{
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Bids: []PriceLevel{},
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Asks: []PriceLevel{},
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}
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}
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func (c *cppOrderBook) GetVolume() uint64 {
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// Placeholder implementation
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return 0
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} |