Order Book Overview
The src/lob/ directory packages the limit order book implementation. In the current design the LOB is a data structure that keeps a sorted map of price levels. Each level stores the live orders that rest at that exact price while preserving FIFO priority, so traversing prices always exposes the best bid/ask without additional heap operations. Above that foundation, the OrderBook module manages bid/ask dictionaries and cross-side queries, and the thin Engine façade forwards the API that upper layers rely on.
Analysis Helpers
StockMarketABM.LOBViewAnalysis.LOBView — TypeLOBViewAggregated order book view for analysis: holds total resting volume per price level on obu stronach. Wystarczy przekazywać bezpośrednio wolumeny do dodania lub odjęcia dla konkretnej ceny.