nautilus_model/orderbook/
mod.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! Order book components which can handle L1/L2/L3 data.
17
18pub mod aggregation;
19pub mod analysis;
20pub mod book;
21pub mod display;
22pub mod error;
23pub mod ladder;
24pub mod level;
25
26// Re-exports
27pub use crate::orderbook::{
28    book::OrderBook,
29    error::{BookIntegrityError, InvalidBookOperation},
30    ladder::BookPrice,
31    level::BookLevel,
32};
nautilus_model/orderbook/mod.rs

nautilus_model/orderbook/
mod.rs
