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.
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//! Order types, updates, and supporting domain primitives.
//!
//! This module defines the vocabulary for orders managed by a [`crate::PriceLevel`].
//!
//! # Key Types
//!
//! - [`OrderType`] — enum covering all supported order variants (Standard, Iceberg,
//!   Reserve, PostOnly, TrailingStop, PeggedOrder, MarketToLimit).
//! - [`OrderUpdate`] — enum for order mutations (update price, quantity, cancel, replace).
//! - [`Id`] — flexible identifier supporting UUID, ULID, and sequential (`u64`) formats.
//! - [`Side`] — `Buy` or `Sell`, with `#[repr(u8)]` for compact representation.
//! - [`TimeInForce`] — order duration policies (GTC, IOC, FOK, GTD, Day),
//!   with `#[repr(u8)]`.
//! - [`Hash32`] — opaque 32-byte user identifier.
//! - [`PegReferenceType`] — reference price type for pegged orders.
//!
//! # Order Lifecycle
//!
//! Orders are constructed as [`OrderType`] variants and added to a
//! [`PriceLevel`](crate::PriceLevel) via [`add_order()`](crate::PriceLevel::add_order).
//! Mutations are applied via [`update_order()`](crate::PriceLevel::update_order)
//! using [`OrderUpdate`] variants.

mod base;

mod order_type;

mod pegged;

mod status;

mod time_in_force;

mod update;

mod tests;

pub use crate::utils::Id;
pub use base::{Hash32, Side};
pub use order_type::DEFAULT_RESERVE_REPLENISH_AMOUNT;
pub use order_type::OrderType;
pub use pegged::PegReferenceType;
pub use time_in_force::TimeInForce;
pub use update::OrderUpdate;