Crate orderbook

orderbook-rs

I did this orderbook in addition to https://github.com/inv2004/coinbase-pro-rs

For performance I put it in flat array, that is why it uses memory actively. For current coinbase BTC-USD pair it takes 188.1 Mb or RAM.

It has hardcoded limit for 20000(max price) * 100(cents) = 2*10^6 values it can store. Call the OB with values which are outside these boundaries will return None, but, I suppose, this return can be ignored in most cases.

Re-exports

pub use ob::OrderBook;

Modules

ob

Structs

BookRecord

Enums

Error
Side