Struct MatchingEngine 

pub struct MatchingEngine { /* private fields */ }

Matching engine managing spot trading pairs and their orderbooks.

Examples

Basic usage:

use off_grid_primitives::spot::MatchingEngine;

// Create a new matching engine
let engine = MatchingEngine::new();

// By default there are no pairs
assert_eq!(engine.pair_count(), 0);
assert!(!engine.has_pair(&b"BTC-USD".to_vec()));

Implementations

impl MatchingEngine

pub fn new() -> Self

Create a new exchange instance

pub fn add_pair( &mut self, cid: impl Into<Vec<u8>>, client_admin_account_id: impl Into<Vec<u8>>, client_fee_account_id: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, timestamp: i64, )

pub fn add_pair_client( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, admin_account_id: impl Into<Vec<u8>>, fee_account_id: impl Into<Vec<u8>>, ) -> Result<EventQueue, OrderBookError>

pub fn limit_sell( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, existing_order_id: Option<OrderId>, owner: impl Into<Vec<u8>>, price: u64, amnt: u64, iqty: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, taker_fee_bps: i16, time_in_force: TimeInForce, ) -> Result<EventQueue, OrderBookError>

Place a limit sell order (ask order) Matches against existing orders first, then places remaining in orderbook based on time_in_force

Returns ((order_id, found_dormant), events) where:

• order_id: The order ID of the placed order
• found_dormant: Whether a dormant order was found and reused
• events: Vector of events emitted during this operation

pub fn limit_buy( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, existing_order_id: Option<OrderId>, owner: impl Into<Vec<u8>>, price: u64, amount: u64, public_amount: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, taker_fee_bps: i16, time_in_force: TimeInForce, ) -> Result<EventQueue, OrderBookError>

Place a limit buy order (bid order) Matches against existing orders first, then places remaining in orderbook based on time_in_force

Returns ((order_id, found_dormant), events) where:

• order_id: The order ID of the placed order
• found_dormant: Whether a dormant order was found and reused
• events: Vector of events emitted during this operation

pub fn market_sell( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, existing_order_id: Option<OrderId>, owner: impl Into<Vec<u8>>, amount: u64, public_amount: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, taker_fee_bps: i16, time_in_force: TimeInForce, ) -> Result<EventQueue, OrderBookError>

Execute a market sell order Matches against existing orders first (market orders match at any price)

Returns (OrderMatch, events) where:

• OrderMatch: Contains trade execution details
• events: Vector of events emitted during this operation

pub fn market_buy( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, existing_order_id: Option<OrderId>, owner: impl Into<Vec<u8>>, amount: u64, public_amount: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, taker_fee_bps: i16, time_in_force: TimeInForce, ) -> Result<EventQueue, OrderBookError>

Execute a market buy order Matches against existing orders first (market orders match at any price)

Returns (OrderMatch, events) where:

• OrderMatch: Contains trade execution details
• events: Vector of events emitted during this operation

pub fn cancel_order( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, order_id: OrderId, owner: impl Into<Vec<u8>>, is_bid: bool, ) -> Result<EventQueue, OrderBookError>

Cancel an order

Returns events - Vector of events emitted during this operation

• order_id: The ID of the order to cancel
• owner: The owner of the order (for authorization)
• is_bid: Whether the order is a bid (true) or ask (false)

pub fn pair_count(&self) -> usize

Get the number of pairs in the matching engine

pub fn has_pair(&self, pair_id: &Vec<u8>) -> bool

Check if a pair exists

pub fn orderbook(&self, pair_id: &[u8]) -> Option<&OrderBook>

Get the orderbook for a pair (for tests / inspection).

Trait Implementations

impl Clone for MatchingEngine

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for MatchingEngine

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

Formats the value using the given formatter.

impl Default for MatchingEngine

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for MatchingEngine

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for MatchingEngine

impl PartialEq for MatchingEngine

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl Serialize for MatchingEngine

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl StructuralPartialEq for MatchingEngine