Struct InMemoryOrderBookSide 

pub struct InMemoryOrderBookSide { /* private fields */ }

An in-memory order book side implementation using a binary heap.

Orders are stored in a max-heap for efficient priority-based retrieval:

• Bids: sorted by price (highest first), then by time
• Asks: sorted by price (lowest first), then by time

Implementations

impl InMemoryOrderBookSide

pub fn new(side: BookSide) -> Self

Creates a new empty order book side for the given side.

Example

use clob_sync::order_book_side::{BookSide, InMemoryOrderBookSide};

let bids = InMemoryOrderBookSide::new(BookSide::Bids);
let asks = InMemoryOrderBookSide::new(BookSide::Asks);

Trait Implementations

impl Debug for InMemoryOrderBookSide

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

Formats the value using the given formatter.

impl OrderBookSide for InMemoryOrderBookSide

fn try_cross(&mut self, order: &Order) -> Result<Matches>

Attempts to cross an order against existing orders on this side of the book.

fn allocate(&mut self, order: Order)

Allocates an order to this side of the book (after no-cross or partial cross).

impl Sealed for InMemoryOrderBookSide