Commit Graph

26 Commits

Author SHA1 Message Date
floor-licker 672a821573 fix: require exact decimal price conversion 2026-06-22 20:50:05 -04:00
floor-licker d9f50c6b7a fix: resolve snapshot clock hash conflicts 2026-06-22 20:09:23 -04:00
floor-licker 3d85584b95 fix: resolve book clock merge conflicts 2026-06-22 20:01:35 -04:00
floor-licker 9124758187 fix: accept same timestamp snapshots with new hash 2026-06-22 19:54:28 -04:00
floor-licker 39ac56356e fix: separate book delta and snapshot clocks 2026-06-22 19:50:13 -04:00
floor-licker 43b71fbd1f fix: apply book snapshots atomically 2026-06-22 19:34:37 -04:00
floor-licker 3fb2bd8f66 perf: use sorted vectors for book sides 2026-06-22 19:09:06 -04:00
floor-licker 751928c020 perf: avoid allocations in book analysis APIs 2026-06-22 14:37:02 -04:00
floor-licker 37f5651b65 perf: shard order book manager locks 2026-06-22 14:02:08 -04:00
floor-licker ddbacf5fbb perf: retain snapshots by generation 2026-06-22 13:46:29 -04:00
floor-licker 502bd6f3d0 fix(book): handle websocket book snapshots 2026-06-16 15:29:39 -03:00
floor-licker e0b97c53cb feat(ws): add tape-based book update processor 2026-01-30 20:22:45 -05:00
floor-licker 0e71182ec5 feat(book): apply ws book updates via OrderBookManager 2026-01-30 18:50:52 -05:00
floor-licker 9594058fd5 feat(book): apply websocket book updates 2026-01-30 18:17:45 -05:00
floor-licker d5929a1a14 fix: use is_multiple_of method instead of manual modulo check to satisfy newer clippy lint requirements 2025-12-06 06:07:08 -05:00
floor-licker 9993e51c7f fix: resolve rustfmt configuration duplicate key error and apply consistent code formatting across all source files 2025-12-05 19:09:06 -05:00
floor-licker 3742a5b864 fix: resolve major clippy warnings causing CI failures including unused doc comments, dead code, needless borrows, and assertion constants 2025-12-04 07:26:38 -05:00
floor-licker fe772c055a fix: ambiguous OrderArgs name conflict in test module 2025-12-04 07:14:48 -05:00
floor-licker 7a229ae9ea tests: tests for book.rs and fill.rs 2025-11-05 20:34:07 -05:00
floor-licker 3e0dec9a5d tests: further tests for fill.rs and book.rs 2025-11-05 20:30:03 -05:00
floor-licker a03aa8f89a tests: more tests for book.rs and client.rs 2025-11-05 20:28:51 -05:00
floor-licker 57ac3a5e16 feat: Add EIP-712 signing for L1 authentication (src/auth.rs), HMAC-SHA256 for L2 API authentication, create_api_key(), derive_api_key(), create_or_derive_api_key(), Add set_api_creds() for credential management, Add create_order() and create_market_order() with EIP-712 signing, Add post_order() and create_and_post_order() for order submission, Add cancel(), cancel_orders(), cancel_all() for order management, Add OrderBuilder with proper tick size validation and rounding, Add get_orders() with filtering by ID, asset, market, Add get_trades() with filtering by time range, maker, asset, Add OpenOrderParams and TradeParams for query flexibility, Add balance_allowance() for balance and allowance queries, Add notifications() for push notification setup, Add get_midpoints() for efficient multi-token midpoint queries, Add get_prices() for batch bid/ask/mid price retrieval, Add BatchMidpointRequest/Response and BatchPriceRequest/Response types, Replace Decimal with u32 (Price) and i64 (Qty) on hot paths, Add decimal_to_price() and decimal_to_qty() conversion functions 2025-10-20 19:07:07 -04:00
floor-licker 0b9fa95cfc Feat: Enhance integration tests 2025-09-04 23:25:49 -04:00
floor-licker 044e847625 perf(book.rs, types.rs, utils.rs): Eliminate decimal usage in hot paths, New fixed-point types used internally, tick alignment validation enforced on ingress, uses integer modulo instead of Decimal operations 2025-08-14 19:29:42 -04:00
floor-licker 7fe94ea9c8 docs(book.rs): Updated documentation for orderbook implementation 2025-08-14 19:11:52 -04:00
floor-licker 0da466ae61 Initial commit (clean, no build artifacts) 2025-07-24 20:29:10 -04:00