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Order Book Matching Engine

schemas

Order Book Matching Engine

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Code Reference
- order_matching
  order_matching
  - custom_enum
  - executed_trades
  - execution
  - matching_engine
  - order
  - order_book
  - orders
  - random
  - schemas schemas
    Table of contents
    
    schemas
    
    BaseOrderSchema
    
    OrderBookSummarySchema
    
    OrderDataSchema
    
    TradeDataSchema
  - side
  - status
  - trade

schemas

`BaseOrderSchema`

Bases: DataFrameModel

Base order schema.

`OrderBookSummarySchema`

Bases: BaseOrderSchema

Order book summary schema.

`OrderDataSchema`

Bases: BaseOrderSchema

Order data schema.

`TradeDataSchema`

Bases: BaseOrderSchema

Trade data schema.