Struct Level 

pub struct Level { /* private fields */ }

A queue of orders at a single price level.

Orders are processed FIFO (first-in-first-out) for time priority. The level tracks total quantity for efficient depth queries.

Implementations

impl Level

pub fn new(price: Price) -> Self

Create a new empty level at the given price.

pub fn price(&self) -> Price

Returns the price of this level.

pub fn is_empty(&self) -> bool

Returns true if there are no active orders at this level.

pub fn order_count(&self) -> usize

Returns the number of orders at this level (including tombstones).

pub fn total_quantity(&self) -> Quantity

Returns the total quantity across all orders at this level.

pub fn tombstone_count(&self) -> usize

Returns the number of tombstones in the queue.

pub fn front(&mut self) -> Option<OrderId>

Returns the OrderId at the front of the queue (next to fill). Skips tombstones.

pub fn push_back(&mut self, order_id: OrderId, quantity: Quantity)

Add an order to the back of the queue.

The quantity is added to the level’s total (saturating on overflow).

pub fn pop_front(&mut self, quantity: Quantity) -> Option<OrderId>

Remove and return the order at the front of the queue.

The provided quantity is subtracted from the level’s total. This should be the order’s remaining quantity at time of removal.

Returns None if the level is empty.

pub fn mark_tombstone(&mut self, index: usize, quantity: Quantity)

Mark an order as a tombstone (O(1) cancellation).

The caller provides the index into the VecDeque (tracked in OrderBook’s HashMap). The order’s quantity is subtracted from the level total.

pub fn remove(&mut self, order_id: OrderId, quantity: Quantity) -> bool

Remove a specific order from anywhere in the queue (for cancellation).

Returns true if the order was found and removed, false otherwise. The provided quantity is subtracted from the level’s total.

Note: This is O(n) where n is the number of orders at this price level. For O(1) cancel, we now use mark_tombstone called from OrderBook.

pub fn compact(&mut self)

Remove all tombstones from the queue.

pub fn decrease_quantity(&mut self, amount: Quantity)

Decrease the total quantity (e.g., after a partial fill).

Use this when an order is partially filled but remains in the queue.

pub fn iter(&self) -> impl Iterator<Item = OrderId> + '_

Returns an iterator over the active order IDs in FIFO order.

Trait Implementations

impl Clone for Level

fn clone(&self) -> Level

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for Level

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

Formats the value using the given formatter.