matchcore 0.4.0

A high-performance order book and price-time matching engine implemented as a single-threaded, deterministic, in-memory state machine
Documentation 
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use std::fmt;

/// Error that violates the invariants of a command
#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
#[derive(Debug, Clone, PartialEq, Eq)]
pub enum CommandError {
    /// The price of the order is zero
    ZeroPrice,
    /// The quantity of the order is zero
    ZeroQuantity,
    /// The trigger price of the price-conditional order is zero
    ZeroTriggerPrice,
    /// The hidden quantity of the iceberg order is zero
    IcebergZeroHiddenQuantity,
    /// The replenish quantity of the iceberg order is zero
    IcebergZeroReplenishQuantity,
    /// The iceberg order has an immediate time in force
    IcebergImmediateTif,
    /// The order is post-only but has an immediate time in force
    PostOnlyImmediateTif,
    /// The pegged order cannot be a taker but has an immediate time in force
    PeggedNonTakerImmediateTif,
    /// The pegged order is always a taker but is post-only
    PeggedAlwaysTakerPostOnly,
    /// The patch is empty
    EmptyPatch,
    /// The command has expired
    Expired,
    /// The order stays at the same level but becomes having an immediate time in force
    SameLevelImmediateTif,
}

impl fmt::Display for CommandError {
    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
        match self {
            CommandError::ZeroPrice => write!(f, "price is zero"),
            CommandError::ZeroQuantity => write!(f, "quantity is zero"),
            CommandError::ZeroTriggerPrice => write!(f, "trigger price is zero"),
            CommandError::IcebergZeroHiddenQuantity => write!(f, "iceberg hidden quantity is zero"),
            CommandError::IcebergZeroReplenishQuantity => {
                write!(f, "iceberg replenish quantity is zero")
            }
            CommandError::IcebergImmediateTif => {
                write!(f, "iceberg order has an immediate time in force")
            }
            CommandError::PostOnlyImmediateTif => {
                write!(f, "order is post-only but has an immediate time in force")
            }
            CommandError::PeggedNonTakerImmediateTif => {
                write!(
                    f,
                    "pegged order cannot be a taker but has an immediate time in force"
                )
            }
            CommandError::PeggedAlwaysTakerPostOnly => {
                write!(f, "pegged order is always a taker but is post-only")
            }
            CommandError::EmptyPatch => write!(f, "patch is empty"),
            CommandError::Expired => write!(f, "command has expired"),
            CommandError::SameLevelImmediateTif => {
                write!(
                    f,
                    "order stays at the same level but becomes having an immediate time in force"
                )
            }
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_display() {
        assert_eq!(CommandError::ZeroPrice.to_string(), "price is zero");
        assert_eq!(CommandError::ZeroQuantity.to_string(), "quantity is zero");
        assert_eq!(
            CommandError::ZeroTriggerPrice.to_string(),
            "trigger price is zero"
        );
        assert_eq!(
            CommandError::IcebergZeroHiddenQuantity.to_string(),
            "iceberg hidden quantity is zero"
        );
        assert_eq!(
            CommandError::IcebergZeroReplenishQuantity.to_string(),
            "iceberg replenish quantity is zero"
        );
        assert_eq!(
            CommandError::IcebergImmediateTif.to_string(),
            "iceberg order has an immediate time in force"
        );
        assert_eq!(
            CommandError::PostOnlyImmediateTif.to_string(),
            "order is post-only but has an immediate time in force"
        );
        assert_eq!(
            CommandError::PeggedNonTakerImmediateTif.to_string(),
            "pegged order cannot be a taker but has an immediate time in force"
        );
        assert_eq!(CommandError::EmptyPatch.to_string(), "patch is empty");
        assert_eq!(CommandError::Expired.to_string(), "command has expired");
        assert_eq!(
            CommandError::SameLevelImmediateTif.to_string(),
            "order stays at the same level but becomes having an immediate time in force"
        );
    }
}