off-grid-primitives 0.1.0

Core data structures and logic for the Off-Grid exchange: spot market (L1/L2/L3), order books, matching engine, and account balances
Documentation
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pub mod market;
pub mod prices;
pub mod orders;
pub mod event;
pub mod orderbook;
pub mod pair;
pub mod time_in_force;
pub mod matching_engine;

pub use market::L1;
pub use prices::{L2, Level};
pub use orders::{L3, L3Error, Order, Node};
pub use pair::Pair;
pub use matching_engine::MatchingEngine;