Expand description
A price-time priority order book matching engine for Silhouette.
This crate provides a high-performance order matching engine with support for:
- Limit and market orders
- Price-time priority matching
- Order cancellation
- Batch settlement with remainder handling
- Decimal price/size validation following Hyperliquid rules
§Main Components
OrderBook- The main order book implementationOrderBuilder- Fluent API for constructing orderstypes- Core types like Order, Match, and BatchResultvalidation- Price and size validation following exchange ruleserror- Error types for the matching engine
Re-exports§
pub use builder::OrderBuilder;pub use config::OrderBookConfig;pub use error::MatcherError;pub use orderbook::OrderBook;pub use types::BatchResult;pub use types::CancellationResult;pub use types::Match;pub use types::Order;pub use types::OrderSide;pub use types::Remainder;
Modules§
Functions§
- create_
orderbook - Creates a new order book instance