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
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//! Public prelude for convenient imports.
//!
//! Import this module to bring the most common public API types into scope:
//!
//! ```rust
//! use pricelevel::prelude::*;
//! ```

pub use crate::errors::PriceLevelError;
pub use crate::execution::{MatchResult, Trade, TradeList};
pub use crate::orders::DEFAULT_RESERVE_REPLENISH_AMOUNT;
pub use crate::orders::PegReferenceType;
pub use crate::orders::{Hash32, Id, OrderType, OrderUpdate, Side, TimeInForce};
pub use crate::price_level::{OrderQueue, PriceLevel, PriceLevelData, PriceLevelSnapshot};
pub use crate::utils::{Price, Quantity, TimestampMs, UuidGenerator, setup_logger};