Module book_snapshot

The book_snapshot module contains all the book snapshot-related data structures used in the system.

Re-exports

pub use OrderBookSnapshot64 as DefaultOrderBookSnapshot;

pub use SharedOrderBookSnapshot64 as DefaultSharedOrderBookSnapshot;

Structs

OrderBookSnapshot

Full order book snapshot containing multiple price levels with const generic capacity

SharedOrderBookSnapshot

Thread-safe wrapper around OrderBookSnapshot with low-contention read/write access

Type Aliases

OrderBookSnapshot32

An order book snapshot with a capacity of 32.

OrderBookSnapshot64

An order book snapshot with a capacity of 64.

OrderBookSnapshot128

An order book snapshot with a capacity of 128.

SharedOrderBookSnapshot32

A shared order book snapshot with a capacity of 32.

SharedOrderBookSnapshot64

A shared order book snapshot with a capacity of 64.

SharedOrderBookSnapshot128

A shared order book snapshot with a capacity of 128.