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docs(book.rs): Updated documentation for orderbook implementation

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floor-licker
2025-08-14 19:11:52 -04:00
parent 322b338f3c
commit 7fe94ea9c8
6 changed files with 943 additions and 214 deletions
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examples/snipe.rs
+5 -5
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@@ -205,9 +205,9 @@ impl SnipeStrategy {
// Determine side based on market conditions
let side = if bid > ask {
Side::Sell // Crossed market, sell
Side::SELL // Crossed market, sell
} else {
Side::Buy // Normal market, buy
Side::BUY // Normal market, buy
};
// Create market order request
@@ -228,7 +228,7 @@ impl SnipeStrategy {
book_impl.apply_delta(OrderDelta {
token_id: self.token_id.clone(),
timestamp: chrono::Utc::now(),
side: Side::Buy,
side: Side::BUY,
price: level.price,
size: level.size,
sequence: 1,
@@ -239,7 +239,7 @@ impl SnipeStrategy {
book_impl.apply_delta(OrderDelta {
token_id: self.token_id.clone(),
timestamp: chrono::Utc::now(),
side: Side::Sell,
side: Side::SELL,
price: level.price,
size: level.size,
sequence: 2,
@@ -327,7 +327,7 @@ impl MockMarketData {
let new_price = self.base_price * (Decimal::from(1) + price_change);
// Generate order book update
let side = if rand::random::<bool>() { Side::Buy } else { Side::Sell };
let side = if rand::random::<bool>() { Side::BUY } else { Side::SELL };
let size = Decimal::from(rand::random::<u64>() % 1000 + 100);
StreamMessage::BookUpdate {