Struct MatchingEngine

pub struct MatchingEngine { /* private fields */ }

High-performance matching engine for order matching and execution

Implementations

impl MatchingEngine

pub fn new() -> Self

Create a new matching engine

pub fn add_instrument(&mut self, instrument_id: InstrumentId)

Add a new instrument to the matching engine

pub fn process_order(&mut self, order: Order) -> OrderResult

Process a new order

pub fn cancel_order( &mut self, order_id: OrderId, instrument_id: &InstrumentId, ) -> Option<Order>

Cancel an order

Panics

Panics if the instrument exists in order_books but not in buy_orders or sell_orders. This should never happen in normal operation as these data structures are kept in sync.

pub fn get_order_book( &self, instrument_id: &InstrumentId, ) -> Option<&SharedSimdOrderBook>

Get the order book for an instrument

pub fn clean_up_filled_orders(&mut self)

Clean up filled orders

Trait Implementations

impl Debug for MatchingEngine

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for MatchingEngine

fn default() -> Self

Returns the “default value” for a type.