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orderbook using a linked list #10

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orderbook using a linked list #10

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9b66320
Merge pull request #9 from githubsands/quoter-errors
githubsands May 22, 2023
08fb35b
wip
May 22, 2023
8ba46c4
adds sorting to the orderbook for one side
May 22, 2023
f80c85d
adds location update & bids sorting
May 22, 2023
4d4f90e
keep track of closest spread values for quote publishing
May 22, 2023
8269fda
wip
May 22, 2023
83bf3b5
error handling for the orderbook
May 22, 2023
2e115ce
adds quoting from orderbook
May 22, 2023
5f91320
integrate ring buffer, adds tokio quote sender, fixes up upstream con…
May 22, 2023
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2 changes: 1 addition & 1 deletion config/Cargo.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -7,4 +7,4 @@ edition = "2021"

[dependencies]
serde = { version = "1.0", features = ["derive"] }
serde_yaml.workspace = true
serde_yaml = "0.9.21"
5 changes: 3 additions & 2 deletions config/src/lib.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -16,9 +16,10 @@ pub struct Config {
#[derive(Debug, Deserialize)]
pub struct OrderbookConfig {
pub ring_buffer: RingBufferConfig,
pub asset_price_floor: f64,
pub asset_price_ceiling: f64,
pub price_point_array_size: usize,
pub exchange_count: i64,
pub depth: i64,
pub mid_price: i64,
}

#[derive(Debug, Deserialize)]
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