title: Limit order book: Data structure to maintain buy/sell order list
body: <p>I want to build a limit order book, which contains buy/sell order list. For buy order list highest buying value should be at first in list and for sell order list lowest selling value should be at first in the list. For newly coming order, I want to get its right place to insert in the list. </p>
  
  <p>Currently I am using <em>linear search</em> to insert, but it takes <strong>O(n)</strong> time which is very high for millions of order.</p>
  
  <p>Is there any <strong>data structure which can insert the node in sorted linked list in O(log n) or less time?</strong></p>