Struct OrderBook 

pub struct OrderBook {
    pub l2: L2,
    pub l3: L3,
    pub fee_recipients: HashMap<Vec<u8>, Vec<u8>>,
    pub dust: u64,
}

In-memory order book for spot markets.

• l2 is the L2 state of the orderbook.
• l3 is the L3 state of the orderbook.
• fee_recipients is the map of client id to fee recipient account id.
• dust is the dust limit to determine if the order should be deleted.

Fields

l2: L2

l3: L3

fee_recipients: HashMap<Vec<u8>, Vec<u8>>

dust: u64

Implementations

impl OrderBook

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 get_required( &self, taker_order: Order, price: u64, amount: u64, ) -> Result<u64, OrderBookError>

Gets the required amount to match an order as taker to match with the maker order and clear it.

• taker_order is the taker order.
• price is the price of the maker order.
• amount is the amount of the taker order to match with the maker order.

pub fn clear_empty_head(&mut self, is_bid: bool) -> Result<u64, OrderBookError>

clears empty head of the order book where price is in linked list, but order is not in the price level

pub fn clear_empty_head_or_zero(&mut self, is_bid: bool) -> u64

clears empty head of the order book, returns 0 if no head exists (matches Solidity behavior)

pub fn pop_front(&mut self, is_bid: bool) -> Result<Order, OrderBookError>

pop front on the orderbook

pub fn place_bid( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, base_asset_id: impl Into<Vec<u8>>, quote_asset_id: impl Into<Vec<u8>>, owner: impl Into<Vec<u8>>, price: u64, amnt: u64, iqty: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, ) -> Result<Order, OrderBookError>

Places a bid order.

• returns the order id and if a dormant order was found.
• cid is the client order id.
• owner is the owner of the order.
• price is the price of the order.
• amount is the amount of the order.
• public_amount is the public amount of the order.
• timestamp is the timestamp of the order.

pub fn place_ask( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, base_asset_id: impl Into<Vec<u8>>, quote_asset_id: impl Into<Vec<u8>>, owner: impl Into<Vec<u8>>, price: u64, amnt: u64, iqty: u64, timestamp: i64, expires_at: i64, maker_fee_bps: i16, ) -> Result<Order, OrderBookError>

Places an ask order.

• returns the order id and if a dormant order was found.
• cid is the client order id.
• owner is the owner of the order.
• price is the price of the order.
• amount is the amount of the order.
• public_amount is the public amount of the order.
• timestamp is the timestamp of the order.

pub fn execute( &mut self, taker_order: Order, maker_order: Order, pair_id: impl Into<Vec<u8>>, base_asset_id: impl Into<Vec<u8>>, quote_asset_id: impl Into<Vec<u8>>, now: i64, ) -> Result<(), OrderBookError>

Executes a trade.

• returns the trade details.
• is_bid is whether the order from client is a bid order.
• taker_order is the taker order.
• maker_order is the maker order.
• pair_id is the pair id.
• base_asset_id is the base asset id.
• quote_asset_id is the quote asset id.
• managing_account_id is the managing account id.
• matching_amount is the amount of the taker order to match with the maker order.
• clear is whether to clear the order.

pub fn update_price_level( &mut self, pair_id: Vec<u8>, is_placed: bool, is_bid: bool, price: u64, delta_pqty: u64, delta_cqty: u64, delete_price: Option<u64>, ) -> Result<(), OrderBookError>

updates the levels on the orderbook in the price level linked list

• cid is the client id.
• pair_id is the pair id.
• is_placed is whether the order is placed.
• is_bid is whether the order is a bid order.
• price is the price of the order.
• delta_pqty is the delta quantity of the public quantity.
• delta_cqty is the delta quantity of the current quantity.
• delete_price is an optional price that should be removed (when an order was fully consumed). Removes the price if the level becomes 0 or below.

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

Cancels an order.

• returns the amount to send and the delete price.
• order_id is the id of the order to cancel.
• owner is the owner of the order.

pub fn expire_orders( &mut self, is_bid: bool, pair_id: impl Into<Vec<u8>>, base_asset_id: impl Into<Vec<u8>>, quote_asset_id: impl Into<Vec<u8>>, managing_account_id: impl Into<Vec<u8>>, now: i64, ) -> Result<(), OrderBookError>

pub fn set_iceberg_quantity( &mut self, cid: impl Into<Vec<u8>>, pair_id: impl Into<Vec<u8>>, is_bid: bool, order_id: OrderId, iqty: u64, ) -> Result<(), OrderBookError>

Trait Implementations

impl Clone for OrderBook

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 OrderBook

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

Formats the value using the given formatter.

impl Default for OrderBook

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for OrderBook

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for OrderBook

impl PartialEq for OrderBook

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for OrderBook

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 OrderBook