FINTECH TRADING PLATFORM

1// Lock-free order book using atomic operations for maximum throughput
2type OrderBook struct {
3    bids *skiplist.SkipList // price-descending
4    asks *skiplist.SkipList // price-ascending
5    seq  atomic.Uint64
6}
7
8func (ob *OrderBook) Match(order *Order) []Fill {
9    seq := ob.seq.Add(1)
10    order.Seq = seq
11
12    if order.Side == SideBuy {
13        return ob.matchAgainst(order, ob.asks, func(p, q float64) bool {
14            return p <= q // buy fills if ask <= buy price
15        })
16    }
17    return ob.matchAgainst(order, ob.bids, func(p, q float64) bool {
18        return p >= q // sell fills if bid >= sell price
19    })
20}