Module matching_engine

Matching Engine for order matching and execution

This module provides a high-performance matching engine implementation for matching buy and sell orders based on price-time priority. Should be partial-fill compatible because crypto exchanges support partial fills.

Structs

ExecutedTrade

Represents a trade resulting from order matching

LimitOrder

Represents a limit order in the matching engine

MatchingEngine

High-performance matching engine for order matching and execution

OrderResult

Represents the result of order processing