Technical Implementation

Order Storage

Orders are stored using a combination of:

• Linked lists for orders at each price level
• Mappings for quick access to user orders
• Arrays for tracking price levels and volumes

Order Matching Algorithm

• The system first checks for existing orders at the specified price
• Orders are matched in FIFO (First In, First Out) order
• Partial fills are processed when exact matches aren't available
• Remaining amounts create new orders in the book

Price Discovery

The system provides functions to:

• Query current order books
• Get best available prices
• Calculate potential output amounts
• View market depth