Struct OrderMatchingEngine 

pub struct OrderMatchingEngine { /* private fields */ }

Order matching engine kernel.

High-performance price-time priority matching engine with sub-10μs latency.

Implementations

impl OrderMatchingEngine

pub fn new() -> Self

Create a new order matching engine.

pub fn with_config(config: EngineConfig) -> Self

Create with custom configuration.

pub fn submit_order(&mut self, order: Order) -> MatchResult

Submit a new order.

pub fn cancel_order(&mut self, order_id: u64) -> Option<Order>

Cancel an order.

pub fn modify_order( &mut self, order_id: u64, new_price: Option<Price>, new_quantity: Option<Quantity>, ) -> Option<MatchResult>

Modify an order (cancel and replace).

pub fn get_order(&self, order_id: u64) -> Option<&Order>

Get order by ID.

pub fn get_snapshot(&self, symbol_id: u32, depth: usize) -> Option<L2Snapshot>

Get order book snapshot.

pub fn get_book(&self, symbol_id: u32) -> Option<&OrderBook>

Get order book.

pub fn process_batch(&mut self, orders: Vec<Order>) -> Vec<MatchResult>

Process a batch of orders.

pub fn clear(&mut self)

Clear the engine (for testing).

Trait Implementations

impl BatchKernel<BatchOrderInput, BatchOrderOutput> for OrderMatchingEngine

fn execute<'life0, 'async_trait>( &'life0 self, input: BatchOrderInput, ) -> Pin<Box<dyn Future<Output = KernelResult<BatchOrderOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl BatchKernel<CancelOrderInput, CancelOrderOutput> for OrderMatchingEngine

fn execute<'life0, 'async_trait>( &'life0 self, input: CancelOrderInput, ) -> Pin<Box<dyn Future<Output = KernelResult<CancelOrderOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl BatchKernel<GetSnapshotInput, GetSnapshotOutput> for OrderMatchingEngine

fn execute<'life0, 'async_trait>( &'life0 self, input: GetSnapshotInput, ) -> Pin<Box<dyn Future<Output = KernelResult<GetSnapshotOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl BatchKernel<ModifyOrderInput, ModifyOrderOutput> for OrderMatchingEngine

fn execute<'life0, 'async_trait>( &'life0 self, input: ModifyOrderInput, ) -> Pin<Box<dyn Future<Output = KernelResult<ModifyOrderOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl BatchKernel<SubmitOrderInput, SubmitOrderOutput> for OrderMatchingEngine

fn execute<'life0, 'async_trait>( &'life0 self, input: SubmitOrderInput, ) -> Pin<Box<dyn Future<Output = KernelResult<SubmitOrderOutput>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait,

Execute the kernel with the given input.

fn validate_input(&self, _input: &I) -> Result<(), KernelError>

Validate the input before execution.

fn execute_with_context<'life0, 'life1, 'async_trait>( &'life0 self, ctx: &'life1 ExecutionContext, input: I, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with execution context.

fn execute_with_timeout<'life0, 'async_trait>( &'life0 self, input: I, timeout: Duration, ) -> Pin<Box<dyn Future<Output = Result<O, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, I: 'async_trait, Self: Sync + 'async_trait,

Execute the kernel with a timeout.

impl Clone for OrderMatchingEngine

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 OrderMatchingEngine

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

Formats the value using the given formatter.

impl Default for OrderMatchingEngine

fn default() -> Self

Returns the “default value” for a type.

impl GpuKernel for OrderMatchingEngine

fn metadata(&self) -> &KernelMetadata

Returns the kernel metadata.

fn validate(&self) -> Result<(), KernelError>

Validate kernel configuration.

fn id(&self) -> &str

Returns the kernel ID.

fn requires_gpu_native(&self) -> bool

Returns true if this kernel requires GPU-native execution.

fn health_check(&self) -> HealthStatus

Perform a health check on this kernel.

fn shutdown(&self) -> Result<(), KernelError>

Graceful shutdown of the kernel.

fn refresh_config(&mut self, _config: &KernelConfig) -> Result<(), KernelError>

Refresh kernel configuration at runtime.

impl RingKernelHandler<CancelOrderRing, CancelOrderResponse> for OrderMatchingEngine

Ring kernel handler for order cancellation.

fn handle<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, msg: CancelOrderRing, ) -> Pin<Box<dyn Future<Output = KernelResult<CancelOrderResponse>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Handle an incoming message.

fn initialize<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Initialize the kernel state.

fn ring_shutdown<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Called when the kernel is being shut down.

fn handle_secure<'life0, 'life1, 'life2, 'life3, 'async_trait>( &'life0 self, ctx: &'life1 mut SecureRingContext<'life2, 'life3>, msg: M, ) -> Pin<Box<dyn Future<Output = Result<R, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait, 'life3: 'async_trait, M: 'async_trait, R: 'async_trait, Self: Sync + 'async_trait,

Handle a message with security context.

impl RingKernelHandler<QueryBookRing, QueryBookResponse> for OrderMatchingEngine

Ring kernel handler for book queries.

fn handle<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, msg: QueryBookRing, ) -> Pin<Box<dyn Future<Output = KernelResult<QueryBookResponse>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Handle an incoming message.

fn initialize<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Initialize the kernel state.

fn ring_shutdown<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Called when the kernel is being shut down.

fn handle_secure<'life0, 'life1, 'life2, 'life3, 'async_trait>( &'life0 self, ctx: &'life1 mut SecureRingContext<'life2, 'life3>, msg: M, ) -> Pin<Box<dyn Future<Output = Result<R, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait, 'life3: 'async_trait, M: 'async_trait, R: 'async_trait, Self: Sync + 'async_trait,

Handle a message with security context.

impl RingKernelHandler<SubmitOrderRing, SubmitOrderResponse> for OrderMatchingEngine

Ring kernel handler for ultra-low latency order submission.

fn handle<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, msg: SubmitOrderRing, ) -> Pin<Box<dyn Future<Output = KernelResult<SubmitOrderResponse>> + Send + 'async_trait>>

where Self: 'async_trait, 'life0: 'async_trait, 'life1: 'async_trait,

Handle an incoming message.

fn initialize<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Initialize the kernel state.

fn ring_shutdown<'life0, 'life1, 'async_trait>( &'life0 self, _ctx: &'life1 mut RingContext<'_>, ) -> Pin<Box<dyn Future<Output = Result<(), KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, Self: Sync + 'async_trait,

Called when the kernel is being shut down.

fn handle_secure<'life0, 'life1, 'life2, 'life3, 'async_trait>( &'life0 self, ctx: &'life1 mut SecureRingContext<'life2, 'life3>, msg: M, ) -> Pin<Box<dyn Future<Output = Result<R, KernelError>> + Send + 'async_trait>>

where 'life0: 'async_trait, 'life1: 'async_trait, 'life2: 'async_trait, 'life3: 'async_trait, M: 'async_trait, R: 'async_trait, Self: Sync + 'async_trait,

Handle a message with security context.