Module types 

Order book types and data structures.

Structs

EngineConfig

Order matching engine configuration.

L2Snapshot

Level 2 market data snapshot.

MatchResult

Matching result for an order.

Order

A trading order.

OrderBook

Order book for a single symbol.

Price

Price in fixed-point representation (price * 10^8).

PriceLevel

Price level in the order book.

Quantity

Quantity in fixed-point representation (quantity * 10^8).

Trade

A trade execution.

Enums

OrderStatus

Order status.

OrderType

Order type.

Side

Order side.

TimeInForce

Time-in-force specification.