rustkernel-orderbook

Crates.iorustkernel-orderbook
lib.rsrustkernel-orderbook
version0.2.0
created_at2026-01-14 17:56:56.626213+00
updated_at2026-01-19 20:09:25.70313+00
descriptionRustKernels Orderbook domain kernels
homepage
repositoryhttps://github.com/mivertowski/RustKernels
max_upload_size
id2043347
size111,176
Michael Ivertowski (mivertowski)

documentation

README

rustkernel-orderbook

Crates.io Documentation License

GPU-accelerated order book matching for high-frequency trading.

Kernels (1)

  • OrderMatchingEngine - Price-time priority matching (<10us P99)

Features

  • Price-time priority matching
  • Support for limit and market orders
  • Self-trade prevention
  • Order book management with L2 snapshots
  • Batch order processing
  • Sub-10 microsecond P99 latency

Installation

Add to your Cargo.toml:

[dependencies]
rustkernel-orderbook = "0.1.0"

Usage

use rustkernel_orderbook::prelude::*;

// Create an order matching engine
let engine = OrderMatchingEngine::new();

// Process orders
let matches = engine.process(&orders);

License

Apache-2.0

Commit count: 48

cargo fmt