orderbook-rs 0.8.0

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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use pricelevel::Id;
use std::cell::RefCell;

/// A memory pool for reusing vectors to reduce allocations in hot paths.
#[derive(Debug)]
pub struct MatchingPool {
    filled_orders_pool: RefCell<Vec<Vec<Id>>>,
    price_vec_pool: RefCell<Vec<Vec<u128>>>,
}

impl MatchingPool {
    /// Creates a new, empty matching pool.
    pub fn new() -> Self {
        MatchingPool {
            filled_orders_pool: RefCell::new(Vec::with_capacity(4)),
            price_vec_pool: RefCell::new(Vec::with_capacity(4)),
        }
    }

    /// Retrieves a vector for filled orders from the pool.
    pub fn get_filled_orders_vec(&self) -> Vec<Id> {
        self.filled_orders_pool
            .borrow_mut()
            .pop()
            .unwrap_or_else(|| Vec::with_capacity(16))
    }

    /// Returns a filled orders vector to the pool for reuse.
    pub fn return_filled_orders_vec(&self, mut vec: Vec<Id>) {
        vec.clear();
        self.filled_orders_pool.borrow_mut().push(vec);
    }

    /// Retrieves a vector for prices from the pool.
    pub fn get_price_vec(&self) -> Vec<u128> {
        self.price_vec_pool
            .borrow_mut()
            .pop()
            .unwrap_or_else(|| Vec::with_capacity(32))
    }

    /// Returns a price vector to the pool for reuse.
    pub fn return_price_vec(&self, mut vec: Vec<u128>) {
        vec.clear();
        self.price_vec_pool.borrow_mut().push(vec);
    }
}

impl Default for MatchingPool {
    fn default() -> Self {
        Self::new()
    }
}