otterbook_core 0.1.3

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.
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//! Order book operations like adding, modifying and canceling orders

use super::book::OrderBook;
use super::error::OrderBookError;
use pricelevel::{MatchResult, OrderId, OrderType, Side, TimeInForce};
use std::sync::Arc;
use tracing::trace;

impl OrderBook {
    /// Add a limit order to the book
    pub fn add_limit_order(
        &self,
        id: OrderId,
        price: u64,
        quantity: u64,
        side: Side,
        time_in_force: TimeInForce,
    ) -> Result<Arc<OrderType>, OrderBookError> {
        let order = OrderType::Standard {
            id,
            price,
            quantity,
            side,
            timestamp: crate::utils::current_time_millis(),
            time_in_force,
        };
        trace!(
            "Adding limit order {} {} {} {} {}",
            id, price, quantity, side, time_in_force
        );
        self.add_order(order)
    }

    /// Add an iceberg order to the book
    pub fn add_iceberg_order(
        &self,
        id: OrderId,
        price: u64,
        visible_quantity: u64,
        hidden_quantity: u64,
        side: Side,
        time_in_force: TimeInForce,
    ) -> Result<Arc<OrderType>, OrderBookError> {
        let order = OrderType::IcebergOrder {
            id,
            price,
            visible_quantity,
            hidden_quantity,
            side,
            timestamp: crate::utils::current_time_millis(),
            time_in_force,
        };
        trace!(
            "Adding iceberg order {} {} {} {} {}",
            id, price, visible_quantity, hidden_quantity, side
        );
        self.add_order(order)
    }

    /// Add a post-only order to the book
    pub fn add_post_only_order(
        &self,
        id: OrderId,
        price: u64,
        quantity: u64,
        side: Side,
        time_in_force: TimeInForce,
    ) -> Result<Arc<OrderType>, OrderBookError> {
        let order = OrderType::PostOnly {
            id,
            price,
            quantity,
            side,
            timestamp: crate::utils::current_time_millis(),
            time_in_force,
        };
        trace!(
            "Adding post-only order {} {} {} {} {}",
            id, price, quantity, side, time_in_force
        );
        self.add_order(order)
    }

    /// Submit a simple market order
    pub fn submit_market_order(
        &self,
        id: OrderId,
        quantity: u64,
        side: Side,
    ) -> Result<MatchResult, OrderBookError> {
        trace!("Submitting market order {} {} {}", id, quantity, side);
        self.match_market_order(id, quantity, side)
    }
}