Module orderbook

Source
Expand description

The orderbook module contains all the order book-related data structures used in the system. Order book data structures

Re-exports§

pub use OrderBook64 as DefaultOrderBook;
pub use SharedOrderBook64 as DefaultSharedOrderBook;

Structs§

OrderBook
Order book data structure with const generic capacity
PriceLevel
Price level in the order book
SharedOrderBook
Thread-safe shared order book with read/write methods

Type Aliases§

OrderBook32
An order book with a capacity of 32.
OrderBook64
An order book with a capacity of 64.
OrderBook128
An order book with a capacity of 128.
SharedOrderBook32
A shared order book with a capacity of 32.
SharedOrderBook64
A shared order book with a capacity of 64.
SharedOrderBook128
A shared order book with a capacity of 128.