Struct OrderBookManager 

pub struct OrderBookManager { /* private fields */ }

Thread-safe order book manager This manages multiple order books (one per token) and handles concurrent access Multiple threads can read/write different books simultaneously

The depth limiting becomes even more critical here because we might be tracking hundreds or thousands of different tokens simultaneously. If each book had unlimited depth, we could easily use gigabytes of RAM for mostly useless data.

Example: 1000 tokens × 1000 price levels × 32 bytes per level = 32MB just for prices With depth limiting: 1000 tokens × 50 levels × 32 bytes = 1.6MB (20x less memory)

Implementations

impl OrderBookManager

pub fn new(max_depth: usize) -> Self

Create a new order book manager Starts with an empty collection of books

pub fn get_or_create_book(&self, token_id: &str) -> Result<OrderBook>

Get or create an order book for a token If we don’t have a book for this token yet, create a new empty one

pub fn apply_delta(&self, delta: OrderDelta) -> Result<()>

Update a book with a delta This is called when we receive real-time updates from the exchange

pub fn get_book(&self, token_id: &str) -> Result<OrderBook>

Get a book snapshot Returns a copy of the current book state that won’t change

pub fn get_all_books(&self) -> Result<Vec<OrderBook>>

Get all available books Returns snapshots of every book we’re currently tracking

pub fn cleanup_stale_books(&self, max_age: Duration) -> Result<usize>

Remove stale books Cleans up books that haven’t been updated recently (probably disconnected) This prevents memory leaks from accumulating dead books

Trait Implementations

impl Debug for OrderBookManager

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.