Simple order book

This is a small sample crate implementing a simple order book in Rust.

In the heart there is the OrderBook type, with methods to add and cancel orders.

The order book is implemented on top of a BTreeSet, where the head contains the top of the book for selling orders and the tail contains the top of the book for buying orders.

Directory structure

• src/: implementation files
• test/: integration tests

Building and running

To build this project you need rust nightly:

$ rustup install nighly
$ rustup default nighly

Then just enter the project directory and run the tests:

$ cargo test