Structs§
- Depth
- Execution
Report - A comprehensive report describing the result of a submitted order.
- Fill
Report - A report for an individual fill that occurred during order execution.
- Journal
Log - Represents a journal entry for an operation performed on the order book.
- Limit
Order Options - Options for submitting a limit order to the order book.
- Market
Order Options - Options for submitting a market order to the order book.
- Order
Book - A limit order book implementation with support for market orders, limit orders, cancellation, modification and real-time depth.
- Order
Book Builder - A builder for constructing an
OrderBookwith custom options. - Order
Book Error - Concrete error type carrying both code and message.
- Order
Book Options - Configuration options for initializing a new
OrderBook. - OrderId
- Price
- Quantity
- Snapshot
Enums§
- Order
Status - Represents the current status of an order.
- Order
Type - Represents the type of order being placed.
- Side
- Represents the side of an order: buy or sell.
- Time
InForce - Specifies how long an order remains active before it is executed or expires.