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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//! Inbound (gateway → engine) wire messages.
//!
//! Each message is a fixed-size, `#[repr(C, packed)]` struct that derives
//! the `zerocopy` traits needed to validate-and-cast `&[u8]` into a typed
//! reference without copying. The decoder helpers (`decode_*`) verify the
//! payload length and return an owned, packed copy of the wire struct.
//!
//! All fields are little-endian primitives — the packed struct memory
//! layout matches the on-wire byte order only on little-endian targets.
//! See `doc/wire-protocol.md` for the canonical layout tables.

#[cfg(target_endian = "big")]
compile_error!(
    "feature `wire` requires a little-endian target; the inbound zerocopy \
     structs are interpreted directly from protocol bytes and would decode \
     incorrectly on big-endian platforms. Use endian-aware field types \
     before enabling this feature on big-endian hosts."
);

pub mod cancel;
pub mod cancel_replace;
pub mod mass_cancel;
pub mod new_order;

pub use cancel::{CancelOrderWire, decode_cancel_order};
pub use cancel_replace::{CancelReplaceWire, decode_cancel_replace};
pub use mass_cancel::{
    MassCancelWire, SCOPE_ALL, SCOPE_BY_ACCOUNT, SCOPE_BY_SIDE, decode_mass_cancel,
};
pub use new_order::{
    NewOrderWire, ORDER_TYPE_STANDARD, SIDE_BUY, SIDE_SELL, TIF_DAY, TIF_FOK, TIF_GTC, TIF_IOC,
    decode_new_order,
};