alexey-ernest / go-hft-orderbook

Golang implementation of a Limit Order Book (LOB) for high frequency trading in crypto exchanges

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Bug in DeleteAskLimit functionality in Orderbook

ankit257 opened this issue · comments

In orderbook.go file in line #123, it should be
limit := this.askLimitsCache[price]
instead of
limit := this.bidLimitsCache[price]

opened a PR
#4

Thank you.