gavindiaz/polyfill-rs
1
0
Fork 0
mirror of https://github.com/floor-licker/polyfill-rs.git synced 2026-08-16 22:18:07 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat: Additional types for missing methods

Browse Source
This commit is contained in:
floor-licker
2025-11-04 18:54:28 -05:00
parent 2fe76063e7
commit bd1c3f27f1
2 changed files with 124 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files
README.md
+1 -13
View File
@@ -362,16 +362,4 @@ The library enforces price tick alignment automatically. If someone sends you a
*The tick alignment code includes detailed comments about why this matters for market integrity and how the integer math makes validation nearly free.*
### Memory Management
Order books can grow huge if you're not careful. The library automatically trims them to keep only the relevant price levels, and you can clean up stale books that haven't updated recently.
## Contributing
Found a bug? Have a performance improvement? PRs welcome!
The codebase is designed to be educational as well as functional. Every optimization includes:
- Commented-out "before" code showing the slower approach
- Detailed explanations of why the optimization works
- Performance measurements and memory usage analysis
- References to trading concepts and market microstructure theory
If you're curious about high-frequency trading or high performance Rust, start with `src/book.rs` - it's like a textbook on order book performance engineering.
Order books can grow huge if you're not careful. The library automatically trims them to keep only the relevant price levels, and you can clean up stale books that haven't updated recently.