Limit Order Book Limit Order Book implementation in Go. Operations Supported operations: Add order Cancel order Execute order References Following are some references that I found useful while implementing this: https://web.archive.org/web/20110219155647/http://howtohft.wordpress.com/author/howtohft https://www.youtube.com/watch?v=nmYx6tQxtSs https://github.com/alexey-ernest/go-hft-orderbook https://github.com/chronoxor/CppTrader