Crate ferromatch_core
Expand description
§FerroMatch Core
High-performance order matching engine implementing price-time priority.
This crate provides the core matching logic including:
- Order types: Limit, Market, IOC, FOK
- A sorted-vec order book with O(log n) price-level lookup and O(n) insertion
- FIFO matching within price levels
- O(1) cancel via dense order index
Re-exports§
pub use book::OrderBook;pub use book::DEFAULT_MAX_ORDER_ID;pub use errors::MatchError;pub use fill::Fill;pub use fill::FillVec;pub use fill::MatchResult;pub use fill::OrderStatus;pub use order::Order;pub use order::OrderType;pub use order::Side;pub use order::TimeInForce;