rustkernel-orderbook 0.1.1

RustKernels Orderbook domain kernels
Documentation

rustkernel-orderbook

Crates.io Documentation License

GPU-accelerated order book matching for high-frequency trading.

Kernels (1)

  • OrderMatchingEngine - Price-time priority matching (<10us P99)

Features

  • Price-time priority matching
  • Support for limit and market orders
  • Self-trade prevention
  • Order book management with L2 snapshots
  • Batch order processing
  • Sub-10 microsecond P99 latency

Installation

Add to your Cargo.toml:

[dependencies]
rustkernel-orderbook = "0.1.0"

Usage

use rustkernel_orderbook::prelude::*;

// Create an order matching engine
let engine = OrderMatchingEngine::new();

// Process orders
let matches = engine.process(&orders);

License

Apache-2.0