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 
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/******************************************************************************
   Author: Joaquín Béjar García
   Email: jb@taunais.com
   Date: 2/10/25
******************************************************************************/

//! Prelude module that re-exports commonly used types and traits.
//!
//! This module provides a convenient way to import the most commonly used
//! types, traits, and functions from the orderbook-rs crate. Instead of
//! importing each type individually, you can use:
//!
//! ```rust
//! use orderbook_rs::prelude::*;
//! ```
//!
//! This will import all the essential types needed for working with the order book.

// Core order book types
pub use crate::orderbook::OrderBook;
pub use crate::orderbook::clock::{Clock, MonotonicClock, StubClock};
pub use crate::orderbook::manager::{BookManager, BookManagerStd, BookManagerTokio};
pub use crate::orderbook::{ManagerError, OrderBookError};

// Iterator types
pub use crate::orderbook::iterators::LevelInfo;

// Market impact and simulation types
pub use crate::orderbook::market_impact::{MarketImpact, OrderSimulation};

// Snapshot types
pub use crate::orderbook::snapshot::{EnrichedSnapshot, MetricFlags, OrderBookSnapshot};

// Statistics types
pub use crate::orderbook::statistics::{DepthStats, DistributionBin};

// Trade-related types
pub use crate::orderbook::trade::{
    TradeEvent, TradeInfo, TradeListener, TradeResult, TransactionInfo,
};

// Book change event types
pub use crate::orderbook::book_change_event::{PriceLevelChangedEvent, PriceLevelChangedListener};

// Order types and enums from pricelevel
pub use pricelevel::{Id, OrderType, Side, TimeInForce};

// Legacy alias for backward compatibility
pub use crate::OrderId;

// Order state tracking types
pub use crate::orderbook::order_state::{
    CancelReason, OrderStateListener, OrderStateTracker, OrderStatus,
};

// Rejection taxonomy
pub use crate::orderbook::reject_reason::RejectReason;

// Pre-trade risk layer types
pub use crate::orderbook::risk::{ReferencePriceSource, RiskConfig, RiskState};

// Event serialization types
#[cfg(feature = "bincode")]
pub use crate::orderbook::serialization::BincodeEventSerializer;
pub use crate::orderbook::serialization::{
    EventSerializer, JsonEventSerializer, SerializationError,
};

// NATS integration types
#[cfg(feature = "nats")]
pub use crate::orderbook::nats::NatsTradePublisher;
#[cfg(feature = "nats")]
pub use crate::orderbook::nats_book_change::{
    BookChangeBatch, BookChangeEntry, NatsBookChangePublisher,
};

// Sequencer and journal types
#[cfg(feature = "journal")]
pub use crate::orderbook::sequencer::FileJournal;
pub use crate::orderbook::sequencer::{
    InMemoryJournal, Journal, JournalEntry, JournalError, JournalReadIter, ReplayEngine,
    ReplayError, SequencerCommand, SequencerEvent, SequencerResult, snapshots_match,
};

// Utility functions
pub use crate::utils::current_time_millis;

// Type aliases for common use cases
pub use crate::{DefaultOrderBook, DefaultOrderType, LegacyOrderBook, LegacyOrderType};