Orderbook Matching Engine

Define the basic limit order model and reject orders with zero price or zero quantity.

Implement the core price-crossing rule that decides whether a taker order can match a maker order.

Find the top of book: highest bid price and lowest ask price from a list of orders.

Compute the filled amount and remaining quantities when one taker order meets one maker order.

Match a market buy against ask liquidity from cheapest ask upward and compute filled base and quote spent.

Match a market sell against bid liquidity from highest bid downward and compute filled base and quote received.

Compute average execution price from total quote and base filled using integer math scaled by 10,000.

Insert a limit order into one side of the book while preserving the side-specific price ordering.

Remove an order from the book by ID and return whether a matching order was found.

Sort resting orders by best price first and earlier timestamp first when prices are equal.

Reject post-only orders that would immediately cross the top of book and take liquidity.

Execute as much of an IOC buy as possible against asks and cancel any unfilled remainder instead of posting it.