Struct OrderBook 

pub struct OrderBook {
    pub symbol: String,
    /* private fields */
}

Fields

symbol: String

Implementations

impl OrderBook

pub fn new(symbol: &str) -> Self

pub fn with_max_order_id(symbol: &str, max_order_id: usize) -> Self

pub fn with_max_order_id_and_capacity( symbol: &str, max_order_id: usize, order_capacity: usize, ) -> Self

pub fn with_capacity(symbol: &str, order_capacity: usize) -> Self

pub fn submit_limit( &mut self, order_id: u64, price: i64, quantity: u64, side: Side, ) -> Result<MatchResult, MatchError>

pub fn submit_limit_with_tif( &mut self, order_id: u64, price: i64, quantity: u64, side: Side, time_in_force: TimeInForce, ) -> Result<MatchResult, MatchError>

pub fn submit(&mut self, order: Order) -> Result<MatchResult, MatchError>

pub fn submit_ext(&mut self, order: Order) -> Result<MatchResultExt, MatchError>

pub fn recover_order(&mut self, order: Order) -> Result<(), MatchError>

pub fn max_order_id(&self) -> usize

pub fn set_next_fill_id(&mut self, next_fill_id: u64)

pub fn cancel(&mut self, order_id: u64) -> Result<Order, MatchError>

pub fn best_bid(&self) -> Option<i64>

pub fn best_ask(&self) -> Option<i64>

pub fn spread(&self) -> Option<i64>

pub fn depth(&self, side: Side, levels: usize) -> Vec<(i64, u64)>

pub fn order_count(&self) -> usize

pub fn contains_order(&self, order_id: u64) -> bool