Struct Pair 

pub struct Pair {
    pub pair_id: Vec<u8>,
    pub base_asset_id: Vec<u8>,
    pub quote_asset_id: Vec<u8>,
    pub l1: L1,
    pub market_price: Option<u64>,
    pub orderbook: OrderBook,
    pub clients: Vec<Vec<u8>>,
    pub client_admin_account_ids: HashMap<Vec<u8>, Vec<u8>>,
    pub client_fee_account_ids: HashMap<Vec<u8>, Vec<u8>>,
}

Fields

pair_id: Vec<u8>

Pair ID

base_asset_id: Vec<u8>

base asset id

quote_asset_id: Vec<u8>

quote asset id

l1: L1

L1 state

market_price: Option<u64>

market price

orderbook: OrderBook

Orderbook

clients: Vec<Vec<u8>>

list of exchange clients which shares the orderbook

client_admin_account_ids: HashMap<Vec<u8>, Vec<u8>>

Hash map of client id -> client admin account id

client_fee_account_ids: HashMap<Vec<u8>, Vec<u8>>

Hash map of client id -> client fee account id

Implementations

impl Pair

pub fn new() -> Self

pub fn add_client( &mut self, cid: impl Into<Vec<u8>>, admin_account_id: impl Into<Vec<u8>>, fee_account_id: impl Into<Vec<u8>>, )

pub fn remove_client(&mut self, cid: impl Into<Vec<u8>>)

pub fn _match_at( &mut self, price: u64, is_matching_asks: bool, taker_order: &mut Order, ) -> Result<Order, OrderBookError>

Match all orders at a specific price level until the taker order is fully filled or no more orders at the price level Returns remaining_amount after matching is_matching_asks indicates if we’re matching against ask orders (true) or bid orders (false) Continues matching until remaining amount is 0 or no more orders at the price level

pub fn _limit_order( &mut self, limit_price: u64, taker_order: &mut Order, ) -> Result<(Order, u64, u64), OrderBookError>

Place a limit order (internal helper) Returns (remaining_amount, bid_head, ask_head) Continues matching until remaining amount is 0 or no more matching orders available

pub fn limit_sell( &mut self, cid: 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<OrderId, OrderBookError>

Matches against existing orders first, then places remaining in orderbook based on time_in_force

• returns the order id and if a dormant order was found.
• cid is the gateway client id.
• existing_order_id is the order id to update with the transaction if it exists.
• owner is the owner of the order.
• price is the price of the order.
• amount is the total amount of the order.
• public_amount is the public amount of the order in case of iceberg order.
• timestamp is the timestamp of the order.
• expires_at is the expiring timestamp of the order.
• maker_fee_bps is the maker fee basis points of the order.
• taker_fee_bps is the taker fee basis points of the order.
• time_in_force is the time in force of the order.

pub fn limit_buy( &mut self, cid: 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<(), OrderBookError>

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

• returns the order id and if a dormant order was found.
• cid is the gateway client id.
• existing_order_id is the order id to update with the transaction if it exists.
• owner is the owner of the order.
• price is the price of the order.
• amount is the total amount of the order.
• public_amount is the public amount of the order in case of iceberg order.
• timestamp is the timestamp of the order.
• expires_at is the expiring timestamp of the order.
• maker_fee_bps is the maker fee basis points of the order.
• taker_fee_bps is the taker fee basis points of the order.
• time_in_force is the time in force of the order.

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

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

• returns the match result.
• cid is the gateway client id.
• existing_order_id is the order id to update with the transaction if it exists.
• owner is the owner of the order.
• amount is the total amount of the order.
• clear is whether to clear the order.
• taker_fee_bps is the taker fee basis points of the order.
• time_in_force is the time in force of the order.

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

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

• returns the match result.
• cid is the gateway client id.
• existing_order_id is the order id to update with the transaction if it exists.
• owner is the owner of the order.
• amount is the total amount of the order.
• taker_fee_bps is the taker fee basis points of the order.
• time_in_force is the time in force of the order.

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>

Trait Implementations

impl Clone for Pair

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 Pair

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

Formats the value using the given formatter.

impl Default for Pair

fn default() -> Self

Returns the “default value” for a type.

impl<'de> Deserialize<'de> for Pair

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl Eq for Pair

impl PartialEq for Pair

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

Equality operator ==.

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

Inequality operator !=.

impl Serialize for Pair

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 Pair