Struct MultiExchange 

pub struct MultiExchange { /* private fields */ }

A collection of per-symbol Exchange instances.

Each symbol gets its own independent order book. This is the entry point for multi-asset simulations.

use nanobook::{MultiExchange, Symbol, Side, Price, TimeInForce};

let mut multi = MultiExchange::new();

let aapl = Symbol::new("AAPL");
let msft = Symbol::new("MSFT");

// Orders are routed to per-symbol books
multi.get_or_create(&aapl).submit_limit(Side::Sell, Price(150_00), 100, TimeInForce::GTC);
multi.get_or_create(&msft).submit_limit(Side::Sell, Price(300_00), 200, TimeInForce::GTC);

assert_eq!(multi.get(&aapl).unwrap().best_ask(), Some(Price(150_00)));
assert_eq!(multi.get(&msft).unwrap().best_ask(), Some(Price(300_00)));

Implementations

impl MultiExchange

pub fn new() -> Self

Create an empty multi-exchange.

pub fn get_or_create(&mut self, symbol: &Symbol) -> &mut Exchange

Get or create the exchange for a symbol.

pub fn get(&self, symbol: &Symbol) -> Option<&Exchange>

Get a reference to the exchange for a symbol, if it exists.

pub fn get_mut(&mut self, symbol: &Symbol) -> Option<&mut Exchange>

Get a mutable reference to the exchange for a symbol, if it exists.

pub fn symbols(&self) -> impl Iterator<Item = &Symbol>

Iterator over all symbols that have exchanges.

pub fn len(&self) -> usize

Number of symbols.

pub fn is_empty(&self) -> bool

Returns true if no exchanges exist.

pub fn best_prices(&self) -> Vec<(Symbol, Option<Price>, Option<Price>)>

Get the best bid and ask for all symbols.

Trait Implementations

impl Clone for MultiExchange

fn clone(&self) -> MultiExchange

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for MultiExchange

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for MultiExchange

fn default() -> MultiExchange

Returns the “default value” for a type.