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v0.1.2

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@github-actions github-actions released this 05 Sep 13:38
· 2 commits to main since this release
v0.1.2
623f30c

Added

  • The market types serialise under the serde feature: PriceAmount,
    OrderBookSide, OrderBook, OrderBookTop and OrderBookDiff. A book
    snapshot now round trips whole, where before only Dec did.
  • OrderBook::is_consistent — every level valid, each side ordered the way its
    slot requires, no price held twice, and a spread above zero. A book built
    through set holds this by construction, so check it on one that arrived
    another way: deserialised from a snapshot, or assembled by hand.
  • Display honours the format spec. A precision rounds to exactly that many
    places, halves away from zero, padded with zeros past Dec::SCALE; width,
    fill, alignment, 0 and + behave as they do on the built-in numeric types.
    Bare {} is unchanged, and still compiles to what it did before. The
    rounding runs on the digits rather than through a Dec, so a carry out of
    the range still renders: format!("{:.0}", Dec::MAX) is
    170141183460469231732, a number Dec cannot hold and round_dp answers
    with Dec::NAN.
  • A benchmark and docs site at https://troy.quantmind.com, carrying the full
    benchmark set, the order book numbers, the digit and depth sweeps and the
    design docs. make site builds it, make site-dev serves it locally.

Removed

  • make bench-page, which rendered a single page from the snapshot. make site builds the whole site instead.