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
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
//! Tests for Self-Trade Prevention (STP) feature.

#[cfg(test)]
mod tests {
    use crate::orderbook::book::OrderBook;
    use crate::orderbook::error::OrderBookError;
    use crate::orderbook::stp::STPMode;
    use pricelevel::{Hash32, Id, OrderType, Price, Quantity, Side, TimeInForce, TimestampMs};

    /// Helper: create a non-zero user hash from a single byte value.
    fn user(byte: u8) -> Hash32 {
        Hash32::new([byte; 32])
    }

    /// Helper: add a resting sell order with a specific user_id.
    fn add_sell_order_with_user(
        book: &OrderBook<()>,
        price: u128,
        quantity: u64,
        user_id: Hash32,
    ) -> Id {
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(price),
            quantity: Quantity::new(quantity),
            side: Side::Sell,
            user_id,
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };
        let id = order.id();
        let result = book.add_order(order);
        assert!(result.is_ok(), "failed to add sell order: {result:?}");
        id
    }

    /// Helper: add a resting buy order with a specific user_id.
    fn add_buy_order_with_user(
        book: &OrderBook<()>,
        price: u128,
        quantity: u64,
        user_id: Hash32,
    ) -> Id {
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(price),
            quantity: Quantity::new(quantity),
            side: Side::Buy,
            user_id,
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };
        let id = order.id();
        let result = book.add_order(order);
        assert!(result.is_ok(), "failed to add buy order: {result:?}");
        id
    }

    // -----------------------------------------------------------------------
    // STPMode::None — backward compatibility
    // -----------------------------------------------------------------------

    #[test]
    fn test_stp_none_orders_match_normally() {
        let book: OrderBook<()> = OrderBook::new("TEST");
        // default is STPMode::None
        assert_eq!(book.stp_mode(), STPMode::None);

        let same_user = user(1);
        add_sell_order_with_user(&book, 100, 10, same_user);

        // Same user submits a buy market order — should match (no STP)
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, same_user);
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert!(mr.is_complete());
        assert_eq!(mr.executed_quantity().unwrap(), 10);
    }

    // -----------------------------------------------------------------------
    // STPMode::CancelTaker
    // -----------------------------------------------------------------------

    #[test]
    fn test_cancel_taker_prevents_self_trade() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        let maker_id = add_sell_order_with_user(&book, 100, 10, same_user);

        // Same user tries to buy — STP should block
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, same_user);

        match result {
            Err(OrderBookError::SelfTradePrevented { mode, .. }) => {
                assert_eq!(mode, STPMode::CancelTaker);
            }
            other => panic!("expected SelfTradePrevented, got {other:?}"),
        }

        // Maker order should still be in the book
        assert!(book.get_order(maker_id).is_some());
        assert_eq!(book.best_ask(), Some(100));
    }

    #[test]
    fn test_cancel_taker_allows_different_users() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let maker_user = user(1);
        let taker_user = user(2);
        add_sell_order_with_user(&book, 100, 10, maker_user);

        // Different user buys — should match normally
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, taker_user);
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert!(mr.is_complete());
        assert_eq!(mr.executed_quantity().unwrap(), 10);
    }

    #[test]
    fn test_cancel_taker_partial_fill_before_self_trade() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let taker_user = user(1);
        let other_user = user(2);

        // Use different price levels to guarantee execution order:
        // Level 100: other user (qty 5) — matched first (best ask)
        // Level 200: same user (qty 10) — STP triggers here
        add_sell_order_with_user(&book, 100, 5, other_user);
        add_sell_order_with_user(&book, 200, 10, taker_user);

        // Taker tries to buy 20 — should fill 5 at price 100, then STP at 200
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 20, Side::Buy, taker_user);

        // Should succeed with partial fill (STP only returns error when zero fills)
        assert!(result.is_ok(), "expected Ok, got: {result:?}");
        let mr = result.unwrap();
        assert_eq!(mr.executed_quantity().unwrap(), 5);
        assert!(!mr.is_complete());
    }

    #[test]
    fn test_cancel_taker_zero_taker_user_bypasses_stp_during_matching() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let maker_user = user(1);
        add_sell_order_with_user(&book, 100, 10, maker_user);

        // Matching with Hash32::zero() as taker_user_id should bypass STP
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, Hash32::zero());
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert!(mr.is_complete());
    }

    // -----------------------------------------------------------------------
    // STPMode::CancelMaker
    // -----------------------------------------------------------------------

    #[test]
    fn test_cancel_maker_removes_same_user_orders() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        let same_user = user(1);
        let other_user = user(2);

        // Same user resting sell at 100 (qty 5)
        let maker_id = add_sell_order_with_user(&book, 100, 5, same_user);
        // Other user resting sell at 100 (qty 10)
        add_sell_order_with_user(&book, 100, 10, other_user);

        // Same user buys 10 — maker should be cancelled, match against other
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, same_user);
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert_eq!(mr.executed_quantity().unwrap(), 10);
        assert!(mr.is_complete());

        // Same user's maker order should be gone
        assert!(book.get_order(maker_id).is_none());
    }

    #[test]
    fn test_cancel_maker_all_same_user_orders_cancelled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        let same_user = user(1);

        // Only same-user orders at this level
        let maker_id1 = add_sell_order_with_user(&book, 100, 5, same_user);
        let maker_id2 = add_sell_order_with_user(&book, 100, 3, same_user);

        // Taker tries to buy — all makers cancelled, level empty, no fills
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, same_user);

        // Market order with no liquidity after cancellations returns InsufficientLiquidity
        match result {
            Err(OrderBookError::InsufficientLiquidity { .. }) => {}
            other => panic!("expected InsufficientLiquidity, got {other:?}"),
        }

        // Both makers should be gone
        assert!(book.get_order(maker_id1).is_none());
        assert!(book.get_order(maker_id2).is_none());
        assert_eq!(book.best_ask(), None);
    }

    #[test]
    fn test_cancel_maker_across_price_levels() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        let same_user = user(1);
        let other_user = user(2);

        // Level 100: same user (qty 5)
        let maker1 = add_sell_order_with_user(&book, 100, 5, same_user);
        // Level 200: other user (qty 10)
        add_sell_order_with_user(&book, 200, 10, other_user);

        // Buy 10 — cancel maker at 100, then match at 200
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, same_user);
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert_eq!(mr.executed_quantity().unwrap(), 10);

        // Maker at 100 should be gone
        assert!(book.get_order(maker1).is_none());
    }

    // -----------------------------------------------------------------------
    // STPMode::CancelBoth
    // -----------------------------------------------------------------------

    #[test]
    fn test_cancel_both_cancels_maker_and_taker() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelBoth);

        let same_user = user(1);
        let maker_id = add_sell_order_with_user(&book, 100, 10, same_user);

        // Same user tries to buy — both should be cancelled
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, same_user);

        match result {
            Err(OrderBookError::SelfTradePrevented { mode, .. }) => {
                assert_eq!(mode, STPMode::CancelBoth);
            }
            other => panic!("expected SelfTradePrevented, got {other:?}"),
        }

        // Maker should be cancelled too
        assert!(book.get_order(maker_id).is_none());
    }

    #[test]
    fn test_cancel_both_partial_fill_before_self() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelBoth);

        let taker_user = user(1);
        let other_user = user(2);

        // Use different price levels to guarantee execution order:
        // Level 100: other user (qty 3) — matched first (best ask)
        // Level 200: same user (qty 10) — CancelBoth triggers here
        add_sell_order_with_user(&book, 100, 3, other_user);
        let maker_id = add_sell_order_with_user(&book, 200, 10, taker_user);

        // Taker buys 20 — fills 3 at 100, then CancelBoth at 200
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 20, Side::Buy, taker_user);

        // Partial fill occurred, so result is Ok (not error)
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert_eq!(mr.executed_quantity().unwrap(), 3);
        assert!(!mr.is_complete());

        // Same-user maker should be cancelled
        assert!(book.get_order(maker_id).is_none());
    }

    // -----------------------------------------------------------------------
    // STP with add_order (limit order crossing)
    // -----------------------------------------------------------------------

    #[test]
    fn test_stp_cancel_taker_via_add_order() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        add_sell_order_with_user(&book, 100, 10, same_user);

        // Same user adds an aggressive buy that would cross
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(100),
            quantity: Quantity::new(10),
            side: Side::Buy,
            user_id: same_user,
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };

        let result = book.add_order(order);
        match result {
            Err(OrderBookError::SelfTradePrevented { mode, .. }) => {
                assert_eq!(mode, STPMode::CancelTaker);
            }
            other => panic!("expected SelfTradePrevented, got {other:?}"),
        }

        // Ask side unchanged
        assert_eq!(book.best_ask(), Some(100));
    }

    #[test]
    fn test_stp_cancel_maker_via_add_order() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        let same_user = user(1);
        let other_user = user(2);

        // Same user sell at 100 (qty 5)
        let maker_id = add_sell_order_with_user(&book, 100, 5, same_user);
        // Other user sell at 100 (qty 10)
        add_sell_order_with_user(&book, 100, 10, other_user);

        // Same user adds aggressive buy at 100 for qty 8
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(100),
            quantity: Quantity::new(8),
            side: Side::Buy,
            user_id: same_user,
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };

        let result = book.add_order(order);
        assert!(result.is_ok());

        // Same-user maker should be gone
        assert!(book.get_order(maker_id).is_none());
    }

    // -----------------------------------------------------------------------
    // Sell-side STP (taker selling into bids)
    // -----------------------------------------------------------------------

    #[test]
    fn test_stp_cancel_taker_sell_side() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        let maker_id = add_buy_order_with_user(&book, 100, 10, same_user);

        // Same user tries to sell — STP should block
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Sell, same_user);

        match result {
            Err(OrderBookError::SelfTradePrevented { mode, .. }) => {
                assert_eq!(mode, STPMode::CancelTaker);
            }
            other => panic!("expected SelfTradePrevented, got {other:?}"),
        }

        // Maker should still be in the book
        assert!(book.get_order(maker_id).is_some());
        assert_eq!(book.best_bid(), Some(100));
    }

    #[test]
    fn test_stp_cancel_maker_sell_side() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        let same_user = user(1);
        let other_user = user(2);

        // Same user buy at 200 (qty 5)
        let maker_id = add_buy_order_with_user(&book, 200, 5, same_user);
        // Other user buy at 200 (qty 10)
        add_buy_order_with_user(&book, 200, 10, other_user);

        // Same user sells 10 — maker cancelled, match against other
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Sell, same_user);
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert_eq!(mr.executed_quantity().unwrap(), 10);

        // Same user maker gone
        assert!(book.get_order(maker_id).is_none());
    }

    // -----------------------------------------------------------------------
    // Setter / getter / constructor
    // -----------------------------------------------------------------------

    #[test]
    fn test_stp_mode_setter_getter() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        assert_eq!(book.stp_mode(), STPMode::None);

        book.set_stp_mode(STPMode::CancelTaker);
        assert_eq!(book.stp_mode(), STPMode::CancelTaker);

        book.set_stp_mode(STPMode::CancelMaker);
        assert_eq!(book.stp_mode(), STPMode::CancelMaker);

        book.set_stp_mode(STPMode::CancelBoth);
        assert_eq!(book.stp_mode(), STPMode::CancelBoth);

        book.set_stp_mode(STPMode::None);
        assert_eq!(book.stp_mode(), STPMode::None);
    }

    #[test]
    fn test_with_stp_mode_constructor() {
        let book: OrderBook<()> = OrderBook::with_stp_mode("TEST", STPMode::CancelBoth);
        assert_eq!(book.stp_mode(), STPMode::CancelBoth);
        assert_eq!(book.symbol(), "TEST");
    }

    // -----------------------------------------------------------------------
    // Edge cases
    // -----------------------------------------------------------------------

    #[test]
    fn test_stp_empty_book_returns_insufficient_liquidity() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 10, Side::Buy, user(1));

        match result {
            Err(OrderBookError::InsufficientLiquidity { .. }) => {}
            other => panic!("expected InsufficientLiquidity, got {other:?}"),
        }
    }

    #[test]
    fn test_stp_limit_order_no_cross_adds_to_book() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        add_sell_order_with_user(&book, 200, 10, same_user);

        // Same user adds buy at 100 (no cross) — should rest in book
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(100),
            quantity: Quantity::new(5),
            side: Side::Buy,
            user_id: same_user,
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };

        let result = book.add_order(order);
        assert!(result.is_ok());
        assert_eq!(book.best_bid(), Some(100));
    }

    #[test]
    fn test_stp_submit_market_order_with_user() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        add_sell_order_with_user(&book, 100, 10, same_user);

        // Use the submit_market_order_with_user convenience method
        let taker_id = Id::new();
        let result = book.submit_market_order_with_user(taker_id, 10, Side::Buy, same_user);

        match result {
            Err(OrderBookError::SelfTradePrevented { mode, .. }) => {
                assert_eq!(mode, STPMode::CancelTaker);
            }
            other => panic!("expected SelfTradePrevented, got {other:?}"),
        }
    }

    #[test]
    fn test_stp_match_limit_order_with_user() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        add_sell_order_with_user(&book, 100, 10, same_user);

        // Use match_limit_order_with_user
        let taker_id = Id::new();
        let result = book.match_limit_order_with_user(taker_id, 10, Side::Buy, 100, same_user);

        match result {
            Err(OrderBookError::SelfTradePrevented { mode, .. }) => {
                assert_eq!(mode, STPMode::CancelTaker);
            }
            other => panic!("expected SelfTradePrevented, got {other:?}"),
        }
    }

    #[test]
    fn test_stp_backward_compat_no_user_id() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let same_user = user(1);
        add_sell_order_with_user(&book, 100, 10, same_user);

        // Using the old API (no user_id) should bypass STP
        let taker_id = Id::new();
        let result = book.match_market_order(taker_id, 10, Side::Buy);
        assert!(result.is_ok());
        let mr = result.unwrap();
        assert!(mr.is_complete());
    }

    #[test]
    fn test_stp_multiple_levels_cancel_taker() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let taker_user = user(1);
        let other_user = user(2);

        // Level 100: other user (qty 5)
        add_sell_order_with_user(&book, 100, 5, other_user);
        // Level 200: same user (qty 10)
        add_sell_order_with_user(&book, 200, 10, taker_user);

        // Buy 20 — fills 5 at 100, then STP at 200
        let taker_id = Id::new();
        let result = book.match_market_order_with_user(taker_id, 20, Side::Buy, taker_user);

        assert!(result.is_ok());
        let mr = result.unwrap();
        assert_eq!(mr.executed_quantity().unwrap(), 5);
        assert!(!mr.is_complete());
    }

    // -----------------------------------------------------------------------
    // MissingUserId enforcement (issue #9)
    // -----------------------------------------------------------------------

    #[test]
    fn test_missing_user_id_limit_order_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        // add_limit_order defaults to Hash32::zero() → should be rejected
        let result = book.add_limit_order(Id::new(), 100, 10, Side::Buy, TimeInForce::Gtc, None);
        match result {
            Err(OrderBookError::MissingUserId { .. }) => {}
            other => panic!("expected MissingUserId, got {other:?}"),
        }
    }

    #[test]
    fn test_missing_user_id_limit_order_stp_disabled() {
        let book: OrderBook<()> = OrderBook::new("TEST");
        assert_eq!(book.stp_mode(), STPMode::None);

        // STP disabled → Hash32::zero() is fine
        let result = book.add_limit_order(Id::new(), 100, 10, Side::Buy, TimeInForce::Gtc, None);
        assert!(result.is_ok());
    }

    #[test]
    fn test_limit_order_with_user_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        // Non-zero user_id → accepted
        let result = book.add_limit_order_with_user(
            Id::new(),
            100,
            10,
            Side::Buy,
            TimeInForce::Gtc,
            user(1),
            None,
        );
        assert!(result.is_ok());
    }

    #[test]
    fn test_limit_order_with_zero_user_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        // Explicitly zero user_id via _with_user → should be rejected
        let result = book.add_limit_order_with_user(
            Id::new(),
            100,
            10,
            Side::Buy,
            TimeInForce::Gtc,
            Hash32::zero(),
            None,
        );
        match result {
            Err(OrderBookError::MissingUserId { .. }) => {}
            other => panic!("expected MissingUserId, got {other:?}"),
        }
    }

    #[test]
    fn test_missing_user_id_iceberg_order_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelBoth);

        let result =
            book.add_iceberg_order(Id::new(), 100, 5, 10, Side::Sell, TimeInForce::Gtc, None);
        match result {
            Err(OrderBookError::MissingUserId { .. }) => {}
            other => panic!("expected MissingUserId, got {other:?}"),
        }
    }

    #[test]
    fn test_iceberg_order_with_user_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let result = book.add_iceberg_order_with_user(
            Id::new(),
            100,
            5,
            10,
            Side::Sell,
            TimeInForce::Gtc,
            user(2),
            None,
        );
        assert!(result.is_ok());
    }

    #[test]
    fn test_iceberg_order_stp_disabled() {
        let book: OrderBook<()> = OrderBook::new("TEST");

        let result =
            book.add_iceberg_order(Id::new(), 100, 5, 10, Side::Sell, TimeInForce::Gtc, None);
        assert!(result.is_ok());
    }

    #[test]
    fn test_missing_user_id_post_only_order_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let result =
            book.add_post_only_order(Id::new(), 100, 10, Side::Buy, TimeInForce::Gtc, None);
        match result {
            Err(OrderBookError::MissingUserId { .. }) => {}
            other => panic!("expected MissingUserId, got {other:?}"),
        }
    }

    #[test]
    fn test_post_only_order_with_user_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelMaker);

        let result = book.add_post_only_order_with_user(
            Id::new(),
            200,
            10,
            Side::Sell,
            TimeInForce::Gtc,
            user(3),
            None,
        );
        assert!(result.is_ok());
    }

    #[test]
    fn test_post_only_order_stp_disabled() {
        let book: OrderBook<()> = OrderBook::new("TEST");

        let result =
            book.add_post_only_order(Id::new(), 100, 10, Side::Buy, TimeInForce::Gtc, None);
        assert!(result.is_ok());
    }

    #[test]
    fn test_add_order_direct_zero_user_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        // Direct add_order with zero user_id → should be rejected
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(100),
            quantity: Quantity::new(10),
            side: Side::Buy,
            user_id: Hash32::zero(),
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };
        let result = book.add_order(order);
        match result {
            Err(OrderBookError::MissingUserId { .. }) => {}
            other => panic!("expected MissingUserId, got {other:?}"),
        }
    }

    #[test]
    fn test_add_order_direct_nonzero_user_stp_enabled() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelBoth);

        // Direct add_order with non-zero user_id → should be accepted
        let order = OrderType::Standard {
            id: Id::new(),
            price: Price::new(100),
            quantity: Quantity::new(10),
            side: Side::Buy,
            user_id: user(5),
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };
        let result = book.add_order(order);
        assert!(result.is_ok());
    }

    #[test]
    fn test_missing_user_id_all_stp_modes() {
        // Verify enforcement for every non-None STP mode
        for mode in [
            STPMode::CancelTaker,
            STPMode::CancelMaker,
            STPMode::CancelBoth,
        ] {
            let mut book: OrderBook<()> = OrderBook::new("TEST");
            book.set_stp_mode(mode);

            let result =
                book.add_limit_order(Id::new(), 100, 10, Side::Buy, TimeInForce::Gtc, None);
            match result {
                Err(OrderBookError::MissingUserId { .. }) => {}
                other => panic!("expected MissingUserId for mode {mode}, got {other:?}"),
            }
        }
    }

    #[test]
    fn test_missing_user_id_error_contains_order_id() {
        let mut book: OrderBook<()> = OrderBook::new("TEST");
        book.set_stp_mode(STPMode::CancelTaker);

        let oid = Id::new();
        let order = OrderType::Standard {
            id: oid,
            price: Price::new(100),
            quantity: Quantity::new(10),
            side: Side::Buy,
            user_id: Hash32::zero(),
            timestamp: TimestampMs::new(crate::utils::current_time_millis()),
            time_in_force: TimeInForce::Gtc,
            extra_fields: (),
        };
        let result = book.add_order(order);
        match result {
            Err(OrderBookError::MissingUserId { order_id }) => {
                assert_eq!(order_id, oid);
            }
            other => panic!("expected MissingUserId, got {other:?}"),
        }
    }

    #[test]
    fn test_missing_user_id_display() {
        let oid = Id::new();
        let err = OrderBookError::MissingUserId { order_id: oid };
        let msg = err.to_string();
        assert!(msg.contains("missing user_id"));
        assert!(msg.contains("STP"));
    }
}