Module orderbook

Order book components which can handle L1/L2/L3 data.

Re-exports

• pub use crate::orderbook::book::OrderBook;
• pub use crate::orderbook::error::BookIntegrityError;
• pub use crate::orderbook::error::InvalidBookOperation;
• pub use crate::orderbook::ladder::BookPrice;
• pub use crate::orderbook::level::BookLevel;

Modules

• aggregation
  Functions related to normalizing and processing top-of-book events.
• analysis
  Functions related to order book analysis.
• book
  A performant, generic, multi-purpose order book.
• display
  Functions related to order book display.
• error
  Errors associated with order book operations and integrity.
• ladder
  Represents a ladder of price levels for one side of an order book.
• level
  Represents a discrete price level in an order book.