Struct OrderBook 

pub struct OrderBook<S>
where
    S: OrderBookSide,
{ /* private fields */ }

A Central Limit Order Book (CLOB) for a single symbol.

The order book maintains buy orders (bids) and sell orders (asks), executing trades when orders cross.

Type Parameters

• S - The order book side implementation

Example

use clob_sync::prelude::*;
use clob_sync::order::{Order, OrderType, OrderSide, Quantity, Price, Symbol};
use clob_sync::order_book::InMemoryOrderBookFactory;
use std::str::FromStr;

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

    // Add a sell order
    let sell_order = Order::new(
        OrderType::Limit(Price::try_from("50000.00").unwrap()),
        Quantity::try_from("1.0").unwrap(),
        OrderSide::Sell,
        Symbol::from("BTC-USD"),
    );
    book.execute(&sell_order)?;

    // Add a matching buy order
    let buy_order = Order::new(
        OrderType::Limit(Price::try_from("50000.00").unwrap()),
        Quantity::try_from("0.5").unwrap(),
        OrderSide::Buy,
        Symbol::from("BTC-USD"),
    );
    let result = book.execute(&buy_order)?;
    assert!(matches!(result, Executions::Executed(_)));

    Ok(())
}

Implementations

impl<S> OrderBook<S>

where S: OrderBookSide,

pub fn execute(&mut self, order: &Order) -> Result<Executions>

Executes an order against the order book.

For market orders, execution happens at the best available price. For limit orders, execution happens only if the order crosses the opposite side of the book.

Arguments

• order - The order to execute

Returns

Returns Executions indicating:

• AllocatedNoExecutions: Order was added to book without matching
• Executed: Order was fully or partially matched

Errors

Returns Error::InvalidSymbol if the order symbol doesn’t match the order book symbol.

Trait Implementations

impl<S> Debug for OrderBook<S>

where S: OrderBookSide + Debug,

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

Formats the value using the given formatter.