OrderBook
A simple OrderBook data type supporting Market and Limit orders on both the Buy and Sell Side.
The data type was developed for modelling and simulation purposes.
Example
import OrderBook exposing (OrderBook)
myBook: OrderBook
Implementation
Underneath the hood it uses a couple of priority queues implemented using a Heap, one for the buy side and one for the sell side, along with a List of the traded events the book has completed.