rt_hft_engine/
order_book.rs

1//! High-performance lock-free order book implementation
2
3#[derive(Debug, Clone)]
4pub enum OrderSide {
5    Buy,
6    Sell,
7}
8
9#[derive(Debug, Clone)]  
10pub enum OrderType {
11    Market,
12    Limit,
13}
14
15#[derive(Debug, Clone)]
16pub struct Order {
17    pub id: String,
18    pub symbol: String,
19    pub side: OrderSide,
20    pub order_type: OrderType,
21    pub quantity: u64,
22    pub price: f64,
23}
24
25impl Order {
26    pub fn new(id: String, symbol: String, side: OrderSide, order_type: OrderType, quantity: u64, price: f64) -> Self {
27        Self { id, symbol, side, order_type, quantity, price }
28    }
29}
30
31
32#[allow(dead_code)]
33pub struct OrderBook {
34    symbol: String,
35}
36
37impl OrderBook {
38    pub fn new(symbol: String) -> Self {
39        Self { symbol }
40    }
41}
rt_hft_engine/order_book.rs

rt_hft_engine/
order_book.rs
