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//! Order book operations like adding, modifying and canceling orders
use super::book::OrderBook;
use super::error::OrderBookError;
use pricelevel::{Hash32, Id, MatchResult, OrderType, Price, Quantity, Side, TimeInForce};
use std::sync::Arc;
use tracing::trace;
impl<T> OrderBook<T>
where
T: Clone + Send + Sync + Default + 'static,
{
/// Add a limit order to the book.
///
/// This convenience method sets `user_id` to `Hash32::zero()`. When STP
/// is enabled on this book, use [`Self::add_limit_order_with_user`] instead
/// to supply the owner identity.
///
/// # Errors
/// Returns [`OrderBookError::MissingUserId`] when STP is enabled.
pub fn add_limit_order(
&self,
id: Id,
price: u128,
quantity: u64,
side: Side,
time_in_force: TimeInForce,
extra_fields: Option<T>,
) -> Result<Arc<OrderType<T>>, OrderBookError> {
self.add_limit_order_with_user(
id,
price,
quantity,
side,
time_in_force,
Hash32::zero(),
extra_fields,
)
}
/// Add a limit order to the book with an explicit `user_id`.
///
/// When Self-Trade Prevention (STP) is enabled, `user_id` must be non-zero
/// so the matching engine can detect same-user conflicts.
///
/// # Arguments
/// * `id` — Unique order identifier.
/// * `price` — Limit price.
/// * `quantity` — Order quantity.
/// * `side` — Buy or Sell.
/// * `time_in_force` — Time-in-force policy.
/// * `user_id` — Owner identity for STP checks.
/// * `extra_fields` — Optional application-specific payload.
///
/// # Errors
/// Returns [`OrderBookError::MissingUserId`] when STP is enabled and
/// `user_id` is `Hash32::zero()`.
#[allow(clippy::too_many_arguments)]
pub fn add_limit_order_with_user(
&self,
id: Id,
price: u128,
quantity: u64,
side: Side,
time_in_force: TimeInForce,
user_id: Hash32,
extra_fields: Option<T>,
) -> Result<Arc<OrderType<T>>, OrderBookError> {
// Top-of-fn kill-switch gate so we skip the clock read and
// extra_fields / OrderType construction below when halted.
self.check_kill_switch_or_reject(id)?;
let extra_fields: T = extra_fields.unwrap_or_default();
let order = OrderType::Standard {
id,
price: Price::new(price),
quantity: Quantity::new(quantity),
side,
user_id,
timestamp: self.clock().now_millis(),
time_in_force,
extra_fields,
};
trace!(
"Adding limit order {} {} {} {} {}",
id, price, quantity, side, time_in_force
);
self.add_order(order)
}
/// Add an iceberg order to the book.
///
/// This convenience method sets `user_id` to `Hash32::zero()`. When STP
/// is enabled, use [`Self::add_iceberg_order_with_user`] instead.
///
/// # Errors
/// Returns [`OrderBookError::MissingUserId`] when STP is enabled.
#[allow(clippy::too_many_arguments)]
pub fn add_iceberg_order(
&self,
id: Id,
price: u128,
visible_quantity: u64,
hidden_quantity: u64,
side: Side,
time_in_force: TimeInForce,
extra_fields: Option<T>,
) -> Result<Arc<OrderType<T>>, OrderBookError> {
self.add_iceberg_order_with_user(
id,
price,
visible_quantity,
hidden_quantity,
side,
time_in_force,
Hash32::zero(),
extra_fields,
)
}
/// Add an iceberg order to the book with an explicit `user_id`.
///
/// # Arguments
/// * `id` — Unique order identifier.
/// * `price` — Limit price.
/// * `visible_quantity` — Displayed quantity.
/// * `hidden_quantity` — Hidden (reserve) quantity.
/// * `side` — Buy or Sell.
/// * `time_in_force` — Time-in-force policy.
/// * `user_id` — Owner identity for STP checks.
/// * `extra_fields` — Optional application-specific payload.
///
/// # Errors
/// Returns [`OrderBookError::MissingUserId`] when STP is enabled and
/// `user_id` is `Hash32::zero()`.
#[allow(clippy::too_many_arguments)]
pub fn add_iceberg_order_with_user(
&self,
id: Id,
price: u128,
visible_quantity: u64,
hidden_quantity: u64,
side: Side,
time_in_force: TimeInForce,
user_id: Hash32,
extra_fields: Option<T>,
) -> Result<Arc<OrderType<T>>, OrderBookError> {
// Top-of-fn kill-switch gate so we skip the clock read and
// extra_fields / OrderType construction below when halted.
self.check_kill_switch_or_reject(id)?;
let extra_fields: T = extra_fields.unwrap_or_default();
let order = OrderType::IcebergOrder {
id,
price: Price::new(price),
visible_quantity: Quantity::new(visible_quantity),
hidden_quantity: Quantity::new(hidden_quantity),
side,
user_id,
timestamp: self.clock().now_millis(),
time_in_force,
extra_fields,
};
trace!(
"Adding iceberg order {} {} {} {} {}",
id, price, visible_quantity, hidden_quantity, side
);
self.add_order(order)
}
/// Add a post-only order to the book.
///
/// This convenience method sets `user_id` to `Hash32::zero()`. When STP
/// is enabled, use [`Self::add_post_only_order_with_user`] instead.
///
/// # Errors
/// Returns [`OrderBookError::MissingUserId`] when STP is enabled.
pub fn add_post_only_order(
&self,
id: Id,
price: u128,
quantity: u64,
side: Side,
time_in_force: TimeInForce,
extra_fields: Option<T>,
) -> Result<Arc<OrderType<T>>, OrderBookError> {
self.add_post_only_order_with_user(
id,
price,
quantity,
side,
time_in_force,
Hash32::zero(),
extra_fields,
)
}
/// Add a post-only order to the book with an explicit `user_id`.
///
/// # Arguments
/// * `id` — Unique order identifier.
/// * `price` — Limit price.
/// * `quantity` — Order quantity.
/// * `side` — Buy or Sell.
/// * `time_in_force` — Time-in-force policy.
/// * `user_id` — Owner identity for STP checks.
/// * `extra_fields` — Optional application-specific payload.
///
/// # Errors
/// Returns [`OrderBookError::MissingUserId`] when STP is enabled and
/// `user_id` is `Hash32::zero()`.
#[allow(clippy::too_many_arguments)]
pub fn add_post_only_order_with_user(
&self,
id: Id,
price: u128,
quantity: u64,
side: Side,
time_in_force: TimeInForce,
user_id: Hash32,
extra_fields: Option<T>,
) -> Result<Arc<OrderType<T>>, OrderBookError> {
// Top-of-fn kill-switch gate so we skip the clock read and
// extra_fields / OrderType construction below when halted.
self.check_kill_switch_or_reject(id)?;
let extra_fields: T = extra_fields.unwrap_or_default();
let order = OrderType::PostOnly {
id,
price: Price::new(price),
quantity: Quantity::new(quantity),
side,
user_id,
timestamp: self.clock().now_millis(),
time_in_force,
extra_fields,
};
trace!(
"Adding post-only order {} {} {} {} {}",
id, price, quantity, side, time_in_force
);
self.add_order(order)
}
/// Submit a simple market order.
///
/// This convenience method bypasses STP (uses `Hash32::zero()`).
/// Use [`Self::submit_market_order_with_user`] when STP is needed.
///
/// # Errors
/// Returns [`OrderBookError::KillSwitchActive`] when the kill switch
/// is engaged. The check happens at the top of the function before
/// any matching, fee, or STP work.
pub fn submit_market_order(
&self,
id: Id,
quantity: u64,
side: Side,
) -> Result<MatchResult, OrderBookError> {
self.check_kill_switch_or_reject(id)?;
// Pre-trade risk gate. Per design decision C, market orders
// currently bypass every check (no submitted price; no rest);
// the call exists to keep the gate ordering consistent across
// submit and add paths.
self.risk_state.check_market_admission(Hash32::zero())?;
trace!("Submitting market order {} {} {}", id, quantity, side);
OrderBook::<T>::match_market_order(self, id, quantity, side)
}
/// Submit a market order with Self-Trade Prevention support.
///
/// When STP is enabled and `user_id` is non-zero, the matching engine
/// checks resting orders for same-user conflicts before executing fills.
///
/// # Arguments
/// * `id` — Unique identifier for this market order.
/// * `quantity` — Quantity to match.
/// * `side` — Buy or Sell.
/// * `user_id` — Owner of the incoming order for STP checks.
/// Pass `Hash32::zero()` to bypass STP.
///
/// # Errors
/// Returns [`OrderBookError::SelfTradePrevented`] when STP cancels the
/// taker before any fills occur. Returns
/// [`OrderBookError::KillSwitchActive`] when the kill switch is
/// engaged; the check happens at the top of the function before any
/// matching, fee, or STP work.
pub fn submit_market_order_with_user(
&self,
id: Id,
quantity: u64,
side: Side,
user_id: Hash32,
) -> Result<MatchResult, OrderBookError> {
self.check_kill_switch_or_reject(id)?;
// Pre-trade risk gate. Per design decision C, market orders
// currently bypass every check; the call exists to keep the
// gate ordering consistent across submit and add paths.
self.risk_state.check_market_admission(user_id)?;
trace!(
"Submitting market order {} {} {} (user: {})",
id, quantity, side, user_id
);
OrderBook::<T>::match_market_order_with_user(self, id, quantity, side, user_id)
}
/// Submit a quote-notional market order.
///
/// Convenience wrapper around
/// [`OrderBook::match_market_order_by_amount`] that runs the kill
/// switch and pre-trade risk gates before matching. Bypasses STP
/// (uses `Hash32::zero()`); use
/// [`Self::submit_market_order_by_amount_with_user`] when STP is
/// needed.
///
/// # Errors
/// Returns [`OrderBookError::KillSwitchActive`] when the kill switch
/// is engaged. Propagates [`OrderBookError::InsufficientLiquidityNotional`]
/// from the matching engine when no liquidity is available.
pub fn submit_market_order_by_amount(
&self,
id: Id,
amount: u128,
side: Side,
) -> Result<MatchResult, OrderBookError> {
self.check_kill_switch_or_reject(id)?;
// Pre-trade risk gate. Per design decision C, market orders
// currently bypass every check (no submitted price; no rest);
// the call exists to keep the gate ordering consistent across
// submit and add paths.
self.risk_state.check_market_admission(Hash32::zero())?;
trace!(
"Submitting notional market order {} amount={} {}",
id, amount, side
);
OrderBook::<T>::match_market_order_by_amount(self, id, amount, side)
}
/// Submit a quote-notional market order with Self-Trade Prevention.
///
/// See [`Self::submit_market_order_by_amount`] for the amount / lot /
/// fee semantics.
///
/// # Errors
/// Returns [`OrderBookError::SelfTradePrevented`] when STP cancels
/// the taker before any fills occur. Returns
/// [`OrderBookError::KillSwitchActive`] when the kill switch is
/// engaged. Returns [`OrderBookError::InsufficientLiquidityNotional`]
/// when the book had zero matchable depth.
pub fn submit_market_order_by_amount_with_user(
&self,
id: Id,
amount: u128,
side: Side,
user_id: Hash32,
) -> Result<MatchResult, OrderBookError> {
self.check_kill_switch_or_reject(id)?;
self.risk_state.check_market_admission(user_id)?;
trace!(
"Submitting notional market order {} amount={} {} (user: {})",
id, amount, side, user_id
);
OrderBook::<T>::match_market_order_by_amount_with_user(self, id, amount, side, user_id)
}
}