orderbook-rs
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Basic order matching engine written in Rust
Hey! Thank you so much for sharing this repo!! I've been playing around with it and wondering what your thoughts are on adding a module to keep writing the orderbook...
### Overview `order_asset` and `price_asset` are passed around into many parameters in code. It may be possible to reuse fields of the `Orderbook` instance: https://github.com/dgtony/orderbook-rs/blob/3210aa9415278c2d859cb963e85c28d6b80a36d2/src/engine/orderbook.rs#L72 https://github.com/dgtony/orderbook-rs/blob/3210aa9415278c2d859cb963e85c28d6b80a36d2/src/engine/orderbook.rs#L73
### Overview Thanks for this repo. It's a great exercise on the orderbooks. Taking a look for inspiration. I know you're not going to maintain it. Just thought it would...