OrderBook with logic to reject pegged order when no best limit

OrderBook.scala

class OrderBook(side: Side, orderTypes: (Order => OrderType))
  extends mutable.Publisher[OrderBookEvent] {

  private case class OrdersAtLimit(limit: Double, orders: FastList[Order])

  private case class OrderLocation(list: FastList.Entry[OrdersAtLimit], entry: FastList.Entry[Order])

  private val marketBook: FastList[Order] = FastList()
  private val limitBook = FastList[OrdersAtLimit]()
  private val priceOrdering = if (side == Sell) Ordering[Double] else Ordering[Double].reverse
  private var pegs: FastList[OrderLocation] = FastList()

  def add(order: Order) {

    orderTypes(order).price match {

      case MarketPrice => marketBook.append(order)
      case LimitPrice(limit) => addLimit(limit, order)
      case PegPrice => addPeg(order, isNewOrder = true)
    }
  }

  private def addPeg(order: Order) {
    bestLimit match {
      case Some(limit) => ???
      case None => publish(RejectedOrder(order))
    }
  }
  
  // the rest of the implementation is omitted
  // ...
}