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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//! Outbound (engine → gateway) wire messages.
//!
//! Outbound messages use byte-cursor encoders rather than packed structs.
//! Outbound traffic is I/O-dominated, so the cost of explicit field-by-field
//! copying into a `Vec<u8>` is negligible compared to the socket overhead,
//! and we keep the layout free to evolve without exposing a packed type to
//! callers.
//!
//! All fields are little-endian primitives. See `doc/wire-protocol.md` for
//! the canonical layout tables.

pub mod book_update;
pub mod exec_report;
pub mod trade_print;

pub use book_update::{BOOK_UPDATE_SIZE, BookUpdateWire, decode_book_update, encode_book_update};
pub use exec_report::{
    EXEC_REPORT_SIZE, ExecReport, STATUS_CANCELLED, STATUS_FILLED, STATUS_OPEN,
    STATUS_PARTIALLY_FILLED, STATUS_REJECTED, decode_exec_report, encode_exec_report,
    status_to_wire,
};
pub use trade_print::{TRADE_PRINT_SIZE, TradePrintWire, decode_trade_print, encode_trade_print};