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v0.1.1

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@github-actions github-actions released this 04 Sep 18:24
· 5 commits to main since this release
v0.1.1
b5e6a6f

Fixed

  • Parser reported Overflow for text carrying more significant digits than a
    u128 holds, even for values well inside the range: 1.0 written with 43
    decimal places, or a float printed as its exact expansion. Surplus digits now
    round the last one kept instead of failing the parse.

Added

  • OrderBook::imbalance — (bid - ask) / (bid + ask) at the touch, in [-1, 1].
  • OrderBook::range_imbalance(from, to) — the same over a half open band of
    levels. An empty or inverted band reads None, not zero.
  • tests/fuzz.rs — proptest properties over Dec; make rs-fuzz sweeps wider.
  • tests/fuzz_book.rs — capped-book invariants at 10, 50, 100 and 200 levels.
  • benches/orderbook.rs — book operations by depth; make bench runs it.

Changed

  • OrderBookSide drops its running total_amount. amount_mean and
    amount_std_dev sum on demand, trim becomes a truncate, and a non-finite
    amount can no longer poison a side for good.