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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/// Test helper to construct a PriceLevelSnapshot with pre-set aggregates.
///
/// In pricelevel v0.7 the fields are private, so we round-trip through JSON.
#[allow(dead_code)]
pub fn make_snapshot(
    price: u128,
    visible_quantity: u64,
    hidden_quantity: u64,
    order_count: usize,
) -> pricelevel::PriceLevelSnapshot {
    let json = serde_json::json!({
        "price": price,
        "visible_quantity": visible_quantity,
        "hidden_quantity": hidden_quantity,
        "order_count": order_count,
        "orders": []
    });
    serde_json::from_value(json).expect("valid snapshot JSON")
}