Module simd_orderbook

The simd_orderbook module contains all the SIMD-aligned order book-related data structures used in the system. SIMD-aligned order book structures for high-performance market data processing

This module provides SIMD-optimized versions of order book structures using simd_aligned containers for maximum performance in HFT applications.

Re-exports

pub use SharedSimdOrderBook64 as DefaultSharedSimdOrderBook;

pub use SimdOrderBook64 as DefaultSimdOrderBook;

pub use SimdPriceLevels64 as DefaultSimdPriceLevels;

Structs

SharedSimdOrderBook

Thread-safe shared SIMD order book with read/write methods

SimdOrderBook

SIMD-aligned order book for high-performance processing with const generic capacity

SimdPriceLevels

SIMD-aligned price levels for high-performance order book processing with const generic capacity

Type Aliases

SharedSimdOrderBook64

Type alias for a shared SIMD order book with 64-level depth.

SimdOrderBook64

Type alias for a SIMD order book with 64-level depth.

SimdPriceLevels64

Type alias for SIMD price levels with 64-element capacity.