rust-order-book 0.0.2

A Rust Lmit Order Book for high-frequency trading (HFT).
Documentation
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mod book;
mod builder;
mod enums;
mod error;
mod journal;
mod order;
mod report;
mod utils;

pub use book::{Depth, OrderBook, OrderBookOptions};
pub use builder::OrderBookBuilder;
pub use enums::{OrderStatus, OrderType, Side, TimeInForce};
pub use error::OrderBookError;
pub use journal::{JournalLog, Snapshot};
pub use order::{LimitOrderOptions, MarketOrderOptions, OrderId, Price, Quantity};
pub use report::{ExecutionReport, FillReport};