Skip to main content Crate obcore Copy item path Source Evaluator Evaluator: turns ops into instructions without mutating the book. Level A price level containing all orders at a specific price point. List A doubly linked list using unsafe raw pointers. OrderBook A complete orderbook with bid and ask sides. Pool Intrusive free-list pool for reusing Node allocations.
Freed nodes are linked through their next pointer, so push/pop is O(1)
with zero auxiliary allocations. Side One side of an orderbook (bids or asks).
is_bid determines iteration direction (highest-first vs lowest-first). Instruction InstructionPrimitive Msg Op An operation to apply to the orderbook. Output Output of a single instruction. OutputPrimitive STP Self-trade protection mode when taker and maker share the same owner. TIF Time in force for an order. OrderInterface Trait defining the interface for orders in the orderbook.
T: Order identifier type (must be unique). N: Numeric type.