prototype of Match Engine in golang try avl tree and rb tree for orderbook
Benchmark Cross/Continue match (avl tree for orderBook) Cross for 2 million orders, buy/sell half/half
goos: linux goarch: amd64 pkg: github.com/kjx98/go-auction cpu: Intel(R) Core(TM) i5-4200U CPU @ 1.60GHz BenchmarkMatchCrossOld 6 176611713 ns/op BenchmarkMatchCross 12 91508011 ns/op BenchmarkMatchTradeContinue 1464553 739.4 ns/op PASS