rustkernel-orderbook 0.1.1

RustKernels Orderbook domain kernels
Documentation
# rustkernel-orderbook

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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`:

```toml
[dependencies]
rustkernel-orderbook = "0.1.0"
```

## Usage

```rust
use rustkernel_orderbook::prelude::*;

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

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

## License

Apache-2.0