orderbook-rs 0.7.0

A high-performance, lock-free price level implementation for limit order books in Rust. This library provides the building blocks for creating efficient trading systems with support for multiple order types and concurrent access patterns.
Documentation
mod book;
mod depth_analysis;
mod enriched_snapshot_tests;
mod error;
mod iterator_tests;
mod market_impact_tests;
mod market_metrics;
mod matching;
mod modifications;
mod operations;
mod order;
mod order_placement_tests;
#[cfg(feature = "special_orders")]
mod repricing;
mod serialize_tests;
mod snapshot;
mod statistics_tests;
mod stp;
mod test_helpers;
mod time_in_force;
mod uuid;