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 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45

use crate::errors::PriceLevelError;
use serde::{Deserialize, Serialize};
use std::fmt;
use std::str::FromStr;

/// Reference price type for pegged orders
#[repr(u8)]
#[derive(Debug, Clone, Copy, PartialEq, Eq, Serialize, Deserialize)]
pub enum PegReferenceType {
    /// Pegged to best bid price
    BestBid,
    /// Pegged to best ask price
    BestAsk,
    /// Pegged to mid price between bid and ask
    MidPrice,
    /// Pegged to last trade price
    LastTrade,
}

impl FromStr for PegReferenceType {
    type Err = PriceLevelError;

    fn from_str(s: &str) -> Result<Self, Self::Err> {
        match s {
            "BestBid" | "BESTBID" | "bestbid" => Ok(PegReferenceType::BestBid),
            "BestAsk" | "BESTASK" | "bestask" => Ok(PegReferenceType::BestAsk),
            "MidPrice" | "MIDPRICE" | "midprice" => Ok(PegReferenceType::MidPrice),
            "LastTrade" | "LASTTRADE" | "lasttrade" => Ok(PegReferenceType::LastTrade),
            _ => Err(PriceLevelError::ParseError {
                message: s.to_string(),
            }),
        }
    }
}

impl fmt::Display for PegReferenceType {
    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
        match self {
            PegReferenceType::BestBid => write!(f, "BestBid"),
            PegReferenceType::BestAsk => write!(f, "BestAsk"),
            PegReferenceType::MidPrice => write!(f, "MidPrice"),
            PegReferenceType::LastTrade => write!(f, "LastTrade"),
        }
    }
}