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add exists method for active book
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@ -111,6 +111,21 @@ func (b *LocalActiveOrderBook) NumOfAsks() int {
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return b.Asks.Len()
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}
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func (b *LocalActiveOrderBook) Exists(order types.Order) bool {
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switch order.Side {
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case types.SideTypeBuy:
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return b.Bids.Exists(order.OrderID)
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case types.SideTypeSell:
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return b.Asks.Exists(order.OrderID)
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}
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return false
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}
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func (b *LocalActiveOrderBook) Remove(order types.Order) bool {
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switch order.Side {
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case types.SideTypeBuy:
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