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Dale Wilson committed Feb 20, 2017
2 parents a73032c + b3b1ece commit 9577394
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8 changes: 4 additions & 4 deletions README.md
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Expand Up @@ -11,10 +11,10 @@ An order matching engine is the heart of every financial exchange,
and may be used in many other circumstances including trading non-financial assets, serving as a test-bed for trading algorithms, etc.

In addition to the order matching process itself, Liquibook can be configured
to maintain an "order book" that records the number of open orders and total quantity
to maintain an "depth book" that records the number of open orders and total quantity
represented by those orders at individual price levels.

#### Example of an order book
#### Example of an depth book
* Symbol XYZ:
* Buy Side:
* $53.20 per share: 1203 orders; 150,398 shares.
Expand Down Expand Up @@ -69,8 +69,8 @@ The notifications generated include:
* Security changed
* Triggered by any event that effects a security
* Does not include rejected requests.
* Notification of changes in the order book (if enabled)
* Order book changed
* Notification of changes in the depth book (if enabled)
* Depth book changed
* Best Bid or Best Offer (BBO) changed.


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