WASM-compatible orderbook engine for Kraken WebSocket API v2
This crate provides the core orderbook data structures and checksum validation. It is designed to compile to both native and WASM targets.
Features
- Level 2 (L2): Aggregated price levels with checksum validation
- Level 3 (L3): Order-level tracking with FIFO queue semantics
Critical WASM Constraints
- NO
std::time::Instant(panics in WASM) - NO
tokio(doesn't compile to WASM) - NO networking code
L2 Example
use ;
use BookData;
let mut book = new;
assert_eq!;
L3 Example
use ;
use dec;
let mut book = new;
book.add_order;
if let Some = book.queue_position