Struct FastBookLevel 

pub struct FastBookLevel {
    pub price: Price,
    pub size: Qty,
}

Order book level (price/size pair) - INTERNAL HOT PATH VERSION

This is what we use internally for maximum performance. All order book operations use this to avoid Decimal overhead.

The performance difference is huge:

• BookLevel: ~50ns per operation (Decimal math + allocation)
• FastBookLevel: ~2ns per operation (integer math, no allocation)

That’s a 25x speedup on the critical path

Fields

price: Price

size: Qty

Implementations

impl FastBookLevel

pub fn new(price: Price, size: Qty) -> Self

Create a new fast book level

pub fn to_book_level(self) -> BookLevel

Convert to external BookLevel for API responses This is only called at the edges when we need to return data to users

pub fn from_book_level(level: &BookLevel) -> Result<Self, &'static str>

Create from external BookLevel (with validation) This is called when we receive data from the API

pub fn notional(self) -> i64

Calculate notional value (price * size) in fixed-point Returns the result scaled appropriately to avoid overflow

This is much faster than the Decimal equivalent:

• Decimal: price.mul(size) -> ~20ns + allocation
• Fixed-point: (price as i64 * size) / SCALE_FACTOR -> ~1ns, no allocation

Trait Implementations

impl Clone for FastBookLevel

fn clone(&self) -> FastBookLevel

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for FastBookLevel

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

Formats the value using the given formatter.

impl PartialEq for FastBookLevel

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

Tests for self and other values to be equal, and is used by ==.

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

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl Copy for FastBookLevel

impl Eq for FastBookLevel

impl StructuralPartialEq for FastBookLevel