clob-engine 0.4.8

Low-latency CLOB
Documentation
// use tracing::{Span, info_span};
// use tracing::field::Empty;

// pub struct Tracing {}

// impl Tracing {
//     pub fn match_order_span(
//         order_id: u64,
//         filled: Empty,
//         reason: Empty,
//         order_type: &'static str,
//         is_buy_side: bool,
//         levels_consumed: Empty,
//         orders_touched: Empty,
//         actual_time : Empty
//     ) -> Span {
//         info_span!("match_order", order_id = %order_id,
//                     filled = filled,
//                     reason = reason,
//                     order_type = %order_type ,
//                     is_buy_side = %is_buy_side,
//                     levels_consumed = levels_consumed,
//                     orders_touched = orders_touched,
//                     actual_time = actual_time
//         )
//     }
//     pub fn modify_span(
//         order_id: u64,
//         filled: bool,
//         reason: Empty,
//         modify_reason: Empty,
//         intermediate_error : Empty,
//         order_type: &'static str,
//         is_buy_side: bool,
//         levels_consumed: u32,
//         orders_touched: u32,
//     ) -> Span {
//         info_span!("modify", order_id = %order_id,
//                     filled = %filled,
//                     reason = reason,
//                     modify_reason = modify_reason,
//                     intermediate_error = intermediate_error,
//                     order_type = %order_type ,
//                     is_buy_side = %is_buy_side,
//                     levels_consumed = %levels_consumed,
//                     orders_touched = %orders_touched
//         )
//     }

//     pub fn cancel_span(
//         order_id: u64,
//         success_status: bool,
//         reason: &'static str,
//     ) -> Span{
//         info_span!("cancel", order_id = %order_id,
//                     success_status = %success_status,
//                     reason = %reason,
//         )
//     }
//     pub fn depth_span(
//         security_id: Empty,
//         status: Empty,
//         reason: Empty,
//     ) -> Span{
//         info_span!("depth", security_id = security_id,
//                     status = status,
//                     reason = reason,
//         )
//     }
// }