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Awesome Open Source

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Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges. Inspired by this article.


  • Add – O(log M) for the first order at a limit, O(1) for all others
  • Cancel – O(1)
  • GetBestBid/Offer – O(1)
  • GetVolumeAtLimit – O(1)


  • Random generated insertion with limited number of price levels (10K levels) on average MacBook Pro: ~200ns/op or ~5M op/s


  • Object pool (Done)
  • Real data for benchmarks

Radicle URN


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