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README

Rust Orderbook.

Limit Orderbook written in Rust. Only supports limit orders. Price time priority. In an orderbook with 1 million orders, can match a single order in about 10 microseconds.

For more info, look at my blog post here: Porting a Python Limit Orderbook to Rust

Core symbols most depended-on inside this repo

add_limit_order
called by 7
src/lib.rs
initialize_orderbook
called by 2
benches/order_benchmark.rs
get_total_qty
called by 2
src/lib.rs
get_bbo
called by 2
src/lib.rs
create_new_limit_order
called by 1
src/lib.rs
update_bbo
called by 1
src/lib.rs
main
called by 0
main.rs
match_orders
called by 0
benches/order_benchmark.rs

Shape

Method 9
Function 5
Class 4
Enum 2

Languages

Rust100%

Modules by API surface

src/lib.rs15 symbols
benches/order_benchmark.rs3 symbols
src/main.rs1 symbols
main.rs1 symbols

For agents

$ claude mcp add rust-orderbook \
  -- python -m otcore.mcp_server <graph>

⬇ download graph artifact