Crate clob_sync 

A synchronous, high-performance Central Limit Order Book implementation in Rust featuring an in-memory architecture with zero-cost abstractions and type-safe financial primitives for ultra-low latency trading applications.

Usage

use clob_sync::prelude::*;
use std::str::FromStr;

fn main() -> Result<()> {
    let symbol = Symbol::from("BTC-USD");
    let mut book = InMemoryOrderBookFactory::create_order_book(symbol);

    let sell_order = Order::new(
        OrderType::Limit(Price::try_from("50000.50").unwrap()),
        Quantity::try_from("100.5").unwrap(),
        OrderSide::Sell,
        Symbol::from("BTC-USD"),
    );

    let sell_exec = book.execute(&sell_order)?;
    assert!(matches!(sell_exec, Executions::AllocatedNoExecutions));

    let buy_order = Order::new(
        OrderType::Limit(Price::try_from("50000.75").unwrap()),
        Quantity::try_from("75.25").unwrap(),
        OrderSide::Buy,
        Symbol::from("BTC-USD"),
    );

    let buy_exec = book.execute(&buy_order)?;
    assert!(matches!(buy_exec, Executions::Executed(_)));

    Ok(())
}

Re-exports

pub use order::*;

pub use order_book::*;

Modules

__private

execution

order

order_book

order_book_side

prelude

Macros

f

Creates a String using interpolation of runtime expressions.

fatal

Logs an error message and panics with the same message.

Enums

Error

Errors that can occur during order book operations.