Struct L3 

pub struct L3 {
    pub price_head: BTreeMap<u64, OrderId>,
    pub price_tail: BTreeMap<u64, OrderId>,
    pub order_nodes: HashMap<OrderId, Node>,
    pub orders: HashMap<OrderId, Order>,
    pub dust: u64,
    pub dormant_order: Option<OrderId>,
}

Fields

price_head: BTreeMap<u64, OrderId>

Mapping price -> head of the linked list in a price level.

price_tail: BTreeMap<u64, OrderId>

Mapping price -> last of the linked list in a price level.

order_nodes: HashMap<OrderId, Node>

Order details keyed by id. Mapping order_id -> Order.

orders: HashMap<OrderId, Order>

Mapping order_id -> Order.

dust: u64

dust limit to determine if the order should be deleted

dormant_order: Option<OrderId>

Last displaced order when IDs collide.

Implementations

impl L3

pub fn new() -> Self

pub fn set_dust(&mut self, dust: u64)

Sets the dust limit to determine if the order should be deleted

pub fn insert_id( &mut self, price: u64, id: OrderId, _amount: u128, ) -> Result<(), L3Error>

Inserts an order id into the linked structure for a given price level, keeping FIFO (append at tail).

pub fn pop_front( &mut self, price: u64, ) -> Result<(Option<Order>, bool), L3Error>

Removes and returns the first order id at the given price level. returns (order_id, is_empty)

• order_id is the id of the first order in the price level.
• is_empty is true when the price level becomes empty.

pub fn set_iceberg_quantity( &mut self, id: OrderId, iqty: u64, ) -> Result<Order, L3Error>

pub fn create_order( &mut self, cid: impl Into<Vec<u8>>, owner: impl Into<Vec<u8>>, is_bid: bool, price: u64, amnt: u64, iqty: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, ) -> Result<Order, L3Error>

Creates a new order, assigning the next id. Returns the new order id.

pub fn decrease_order( &mut self, id: OrderId, amount: u64, dust: u64, clear: bool, ) -> Result<(u64, Option<u64>), L3Error>

Decreases the deposit amount for a given order id. If the order is the order that needs to be cleared by floating point precision, the amount_to_send will be the full amount of the order. Returns (amount_to_send, deleted_price_if_level_empty) where:

• amount_to_send is the liquidity that should be returned to the caller. based on the dust limit and the clear flag.
• deleted_price_if_level_empty is Some(price) when the price level becomes empty.

pub fn delete_order(&mut self, id: OrderId) -> Result<Option<u64>, L3Error>

Deletes an order from the storage, returning the price level if it becomes empty.

• returns the price level if it becomes empty.

pub fn next_make_id(&self) -> OrderId

Returns the next id that would be assigned on order creation.

pub fn get_order_ids(&self, price: u64, n: u32) -> Vec<OrderId>

Collects up to n order ids from the front of the specified price level.

pub fn get_orders(&self, price: u64, n: u32) -> Vec<Order>

Collects up to n orders from the front of the specified price level.

pub fn get_orders_in_range( &self, price: u64, start: u32, end: u32, ) -> Vec<Order>

Collects orders within the [start, end) window from the specified price level.

pub fn head(&self, price: u64) -> Option<OrderId>

pub fn tail(&self, price: u64) -> Option<OrderId>

pub fn is_empty(&self, price: u64) -> bool

pub fn next(&self, _price: u64, current: OrderId) -> Option<OrderId>

pub fn get_order(&self, id: OrderId) -> Result<&Order, L3Error>

pub fn remove_dormant_orders(&mut self, now: i64) -> Vec<(OrderId, Order)>

Remove orders that have expired. Returns removed order ids.

Trait Implementations

impl Clone for L3

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 L3

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

Formats the value using the given formatter.

impl Default for L3

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for L3

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for L3

impl PartialEq for L3

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for L3

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 L3