order book

Installation:

go get -u github.com/JetBlink/orderbook

Quick Start

• Level2: https://github.com/JetBlink/orderbook/blob/master/level2/order_book_test.go

• Level3: https://github.com/JetBlink/orderbook/blob/master/level3/order_book_test.go

demo: https://github.com/Kucoin/kucoin-level3-sdk