Struct OrderBook 

pub struct OrderBook {
    pub bids: VecDeque<Order>,
    pub asks: VecDeque<Order>,
}

Orderbook struct containing the two ‘half-books’ (bid and ask sides).

The half-books are double-ended queues, one for the bids (buy orders) and one for the asks (sell orders).

VecDeque<T> is not the most efficient choice, but it is convenient since we can push/pop from both the front and back easily.

Fields

bids: VecDeque<Order>

Orderbook bid (buy) side.

asks: VecDeque<Order>

Orderbook ask (sell) side.

Implementations

impl OrderBook

pub const fn new() -> OrderBook

New OrderBook instance.

pub fn insert_order(&mut self, order: Order)

Insert an Order into an existing OrderBook.

pub fn is_empty(&self) -> bool

Check if OrderBook is empty.

pub fn len(&self) -> usize

Get the size of the OrderBook.

Trait Implementations

impl Clone for OrderBook

fn clone(&self) -> OrderBook

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for OrderBook

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

Formats the value using the given formatter.

impl Default for OrderBook

fn default() -> OrderBook

Returns the “default value” for a type.