Functions — github.com/CheetahExchange/orderbook-rs

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Functions115 in github.com/CheetahExchange/orderbook-rs

⨍ Functions 115◇ Types & classes 36

↓ 24 callersMethodset

(&mut self, k: u64, v: bool)

src/utils/bitmap.rs:37

↓ 18 callersFunctionsend_order

(producer: &FutureProducer<DefaultClientContext>, order: &Order)

tests/integration_test.rs:52

↓ 17 callersFunctioncreate_order

( order_id: u64, user_id: u64, side: Side, price: Decimal, size: Decimal, order_type:

tests/integration_test.rs:26

↓ 14 callersMethodget

(&self, k: u64)

src/utils/bitmap.rs:25

↓ 10 callersMethoddecr_size

(&mut self, order_id: u64, size: &Decimal)

src/matching/depth.rs:22

↓ 10 callersFunctionmake_snowflake_id

(relative_timestamp_ms: i64, node_id: u64, sequence: u64)

src/utils/time_window.rs:265

↓ 9 callersMethodnext_log_seq

(&mut self)

src/matching/order_book.rs:625

↓ 9 callersFunctionprint_test_header

(title: &str)

tests/integration_test.rs:69

↓ 8 callersMethodadd

(&mut self, order: &BookOrder)

src/matching/depth.rs:16

↓ 6 callersFunctionnew_done_log

( log_seq: u64, product_id: &str, order: &BookOrder, remaining_size: &Decimal, reason: &Do

src/matching/log.rs:126

↓ 5 callersMethodput

Adds an order to the time window. Returns error if: - The order timestamp is older than min_time (expired) - The order already exists in the window (d

src/utils/time_window.rs:131

↓ 4 callersFunctioncurrent_time_since_snowflake_epoch

Get current time in milliseconds relative to Snowflake epoch. This is used for time-based deduplication window. Returns: (Unix timestamp ms) - SNOWFLA

src/matching/order_book.rs:32

↓ 4 callersFunctionmake_book_order

(order_id: u64, size: &str, price: &str)

src/matching/depth.rs:70

↓ 3 callersMethodextract_timestamp

src/utils/time_window.rs:123

↓ 3 callersMethodlen

(&self)

src/utils/bitmap.rs:21

↓ 3 callersMethodput

(&mut self, val: u64)

src/utils/window.rs:24

↓ 2 callersMethodcleanup

Removes expired orders based on current time. This should be called periodically to prevent memory leaks when there are no new orders.

src/utils/time_window.rs:175

↓ 2 callersMethodcmp

(&self, other: &Self)

src/matching/ordering.rs:40

↓ 2 callersFunctionnew_match_log

( log_seq: u64, product_id: &str, trade_seq: u64, taker_order: &BookOrder, maker_order: &B

src/matching/log.rs:184

↓ 2 callersMethodnext_trade_seq

(&mut self)

src/matching/order_book.rs:630

↓ 2 callersMethodremove_expired_internal

Removes all orders with timestamp < min_time.

src/utils/time_window.rs:202

↓ 1 callersMethodcmp

(&self, other: &Self)

src/utils/time_window.rs:59

↓ 1 callersFunctioncreate_producer

()

tests/integration_test.rs:18

↓ 1 callersFunctionextract_timestamp_from_id

(order_id: u64)

src/utils/time_window.rs:26

↓ 1 callersMethodfetch_message

(&mut self)

src/matching/kafka_order.rs:71

↓ 1 callersMethodfetch_order

(&mut self)

src/matching/kafka_order.rs:83

↓ 1 callersMethodget_latest

(&mut self)

src/matching/redis_snapshot.rs:46

↓ 1 callersFunctioninit_log

(level: &str)

src/main.rs:18

↓ 1 callersFunctionnew_kafka_consumer

( brokers: &[String], group_id: &str, topic: &str, session_time_out: u64, )

src/utils/kafka.rs:29

↓ 1 callersFunctionnew_kafka_producer

( brokers: &[String], message_time_out: u64, )

src/utils/kafka.rs:12

↓ 1 callersFunctionnew_open_log

(log_seq: u64, product_id: &str, taker_order: &BookOrder)

src/matching/log.rs:79

↓ 1 callersFunctionnew_redis_client

(ip: &str, port: u16)

src/utils/redis.rs:3

↓ 1 callersFunctionnormalize_price

Normalize price to the specified scale using rounding (matches Go version's Round behavior)

src/matching/order_book.rs:20

↓ 1 callersFunctionnormalize_size

Normalize size to the specified scale using rounding (matches Go version's Round behavior)

src/matching/order_book.rs:25

↓ 1 callersFunctionprint_done_log

(log: &Value, offset: i64)

tests/log_verifier.rs:116

↓ 1 callersFunctionprint_match_log

(log: &Value, offset: i64)

tests/log_verifier.rs:96

↓ 1 callersFunctionprint_open_log

(log: &Value, offset: i64)

tests/log_verifier.rs:107

↓ 1 callersFunctionread_config

()

src/config.rs:36

↓ 1 callersMethodrestore

(&mut self, snapshot: &Snapshot)

src/matching/engine.rs:99

↓ 1 callersMethodset_offset

(&mut self, offset: Offset)

src/matching/kafka_order.rs:38

↓ 1 callersMethodstart

( &mut self, snapshot_store: &mut RedisSnapshotStore, order_reader: &mut KafkaOrderRea

src/matching/engine.rs:54

Methodapply_order

(&mut self, order: &Order)

src/matching/order_book.rs:257

Methodcancel_order

(&mut self, order: &Order)

src/matching/order_book.rs:503

Methodcleanup_time_window

Cleanup expired orders from the time window. This should be called periodically to prevent memory leaks when there are no new orders.

src/matching/order_book.rs:620

Methodcontains

(&self, val: u64)

src/utils/window.rs:53

Methodcontains

Checks if an order exists in the window.

src/utils/time_window.rs:192

Methoddefault

()

src/utils/time_window.rs:95

Methoddefault

()

src/matching/order_book.rs:58

Functiondeserialize_done_reason

(deserializer: D)

src/models/types.rs:171

Functiondeserialize_log_type

(deserializer: D)

src/matching/log.rs:29

Functiondeserialize_order_status

(deserializer: D)

src/models/types.rs:138

Functiondeserialize_order_type

(deserializer: D)

src/models/types.rs:20

Functiondeserialize_side

(deserializer: D)

src/models/types.rs:58

Functiondeserialize_time_in_force_type

(deserializer: D)

src/models/types.rs:94

Methodeq

(&self, other: &Self)

src/matching/ordering.rs:28

Functionextract_node_id_from_id

(order_id: u64)

src/utils/time_window.rs:33

Methodfmt

(&self, f: &mut fmt::Formatter)

src/utils/error.rs:18

Methodfrom_string

(s: String)

src/utils/error.rs:12

Methodget_bit

(byte: u8, bit_idx: u64)

src/utils/bitmap.rs:49

Methodget_seq

(&self)

src/matching/log.rs:74

Functionget_table_index_by_order_id

Returns the table shard index for a given order ID. This uses the node ID embedded in the Snowflake ID to determine the shard. The formula: (order_id

src/utils/time_window.rs:40

Functionget_table_index_by_user_id

Returns the table shard index for a given user ID. The user ID is directly used for sharding to ensure consistent routing.

src/utils/time_window.rs:46

Methodis_order_will_full_match

(&self, order: &Order)

src/matching/order_book.rs:169

Methodis_order_will_not_match

(&self, order: &Order)

src/matching/order_book.rs:129

tests/integration_test.rs:76

Functionmain

()

tests/log_verifier.rs:10

Methodnew

(min: u64, max: u64)

src/utils/window.rs:15

Methodnew

Creates a new time-based deduplication window.

src/utils/time_window.rs:102

Methodnew

(l: u64)

src/utils/bitmap.rs:14

(price: &Decimal, order_id: u64)

src/matching/ordering.rs:17

Methodnew

(product: &Product, snapshot_store: &mut RedisSnapshotStore)

src/matching/engine.rs:36

Methodnew_book_order

(order: &Order)

src/matching/order_book.rs:73

Methodnew_kafka_log_producer

( brokers: &[String], product_id: &str, message_time_out: u64, )

src/matching/kafka_log.rs:19

Methodnew_kafka_order_consumer

( brokers: &[String], group_id: &str, product_id: &str, session_time_out: u64,

src/matching/kafka_order.rs:22

Methodnew_order_book

(product: &Product)

src/matching/order_book.rs:110

Methodnew_redis_snapshot_store

( product_id: &str, ip: &str, port: u16, )

src/matching/redis_snapshot.rs:18

Methodnullify_order

(&mut self, order: &Order)

src/matching/order_book.rs:556

Methodopposite

(self)

src/models/types.rs:39

Methodpartial_cmp

(&self, other: &Self)

src/utils/time_window.rs:69

Methodpartial_cmp

(&self, other: &Self)

src/matching/ordering.rs:34

Methodrestore

Restores the window from a snapshot. Note: epoch is ignored since it's always SNOWFLAKE_EPOCH.

src/utils/time_window.rs:228

Methodrestore

(&mut self, snapshot: &OrderBookSnapshot)

src/matching/order_book.rs:598

Methodrun_applier

( &mut self, order_rx: Receiver<OffsetOrder>, log_tx: Sender<Box<dyn LogTrait>>,

src/matching/engine.rs:145

Methodrun_committer

( log_seq: u64, log_rx: Receiver<Box<dyn LogTrait>>, snapshot_approve_req_rx: Receiver

src/matching/engine.rs:236

Methodrun_fetcher

( order_offset: u64, order_reader: &mut KafkaOrderReader, order_tx: Sender<OffsetOrder

src/matching/engine.rs:105

Methodrun_snapshots

( product_id: &str, order_offset: u64, snapshot_req_tx: Sender<Snapshot>, snap

src/matching/engine.rs:315

Functionserialize_done_reason

(done_reason: &DoneReason, serializer: S)

src/models/types.rs:160

Functionserialize_log_type

(log_type: &LogType, serializer: S)

src/matching/log.rs:17

Functionserialize_order_status

( order_status: &OrderStatus, serializer: S, )

src/models/types.rs:120

Functionserialize_order_type

(order_type: &OrderType, serializer: S)

src/models/types.rs:9

Functionserialize_side

(side: &Side, serializer: S)

src/models/types.rs:47

Functionserialize_time_in_force_type

( time_in_force_type: &TimeInForceType, serializer: S, )

src/models/types.rs:78

Methodset_bit

(byte: u8, bit_idx: u64, v: bool)

src/utils/bitmap.rs:57

Methodsize

Returns the number of orders in the window.

src/utils/time_window.rs:187

Methodsnapshot

Returns a snapshot of the window state for serialization.

src/utils/time_window.rs:217

Methodsnapshot

(&self)

src/matching/order_book.rs:575

Methodstore

(&mut self, snapshot: &Snapshot)

src/matching/redis_snapshot.rs:33

Methodstore

(&self, logs: &[Box<dyn LogTrait>])

src/matching/kafka_log.rs:33

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