pricelevel 0.7.0

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
//! Execution module: trade generation, result tracking, and trade list management.
//!
//! This module contains the types produced by the matching engine when an incoming
//! order is matched against resting orders in a [`crate::PriceLevel`].
//!
//! # Key Types
//!
//! - [`Trade`] — a single completed trade between a taker and a maker order.
//! - [`TradeList`] — an append-only, ordered collection of trades.
//! - [`MatchResult`] — the full outcome of a matching operation, including trades,
//!   remaining quantity, completion status, and filled order IDs.
//!
//! # Checked Arithmetic
//!
//! Aggregate methods on [`MatchResult`] ([`executed_quantity`](MatchResult::executed_quantity),
//! [`executed_value`](MatchResult::executed_value),
//! [`average_price`](MatchResult::average_price)) use checked arithmetic and return
//! `Result<T, PriceLevelError>` to prevent silent overflow.
//!
//! # Serialization
//!
//! All types implement `Display`, `FromStr`, `Serialize`, and `Deserialize` for
//! text and JSON roundtrip support.

mod trade;

mod list;
mod match_result;
mod tests;

pub use list::TradeList;
pub use match_result::MatchResult;
pub use trade::Trade;