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Exchange: a deterministic order book and matching engine in Rust

The Rust Programming Language Forum
Exchange: a deterministic order book and matching engine in Rust
Hi! I'd like feedback on exchange, a limit order book and matching engine in Rust: orders go in, trades and an event stream come out. Repo: GitHub - Wandalen/exchange · GitHub The problem A matching engine is easy to get almost right. The hard part is what must never happen: Spending money you don't have: a buy order rests on the book before its funds are actually held. Money appearing or vanishing: a trade where the buyer's payment and the seller's proceeds don't match to the last cent. A d...

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