ruanpetterson/exchange-rs issues and pull requests

#85 - feat: introduce `Amount` and `Price` as newtypes

Pull Request - State: closed - Opened by ruanpetterson 8 months ago
Labels: enhancement

#84 - perf: minor adjustments

Pull Request - State: closed - Opened by ruanpetterson 8 months ago
Labels: perf

#83 - perf(generator): optimize allocations and writing

Pull Request - State: closed - Opened by ruanpetterson 8 months ago
Labels: perf

#82 - refactor(core): turn `Algo` trait generic over incoming order

Pull Request - State: closed - Opened by ruanpetterson 8 months ago
Labels: enhancement

#81 - refactor: minor adjustments

Pull Request - State: closed - Opened by ruanpetterson 9 months ago
Labels: housekeeping

#80 - perf: impl `Read` for `Input`

Pull Request - State: closed - Opened by ruanpetterson 11 months ago
Labels: perf

#79 - perf: use `mimalloc` as global allocator

Pull Request - State: closed - Opened by ruanpetterson 11 months ago
Labels: perf

#78 - refactor(core)!: specialize traits

Pull Request - State: closed - Opened by ruanpetterson 11 months ago
Labels: enhancement

#77 - feat(types): use `Decimal` as amount and price

Pull Request - State: closed - Opened by ruanpetterson 11 months ago
Labels: enhancement, perf

#76 - chore: enforce lints and style on CI

Pull Request - State: closed - Opened by ruanpetterson 11 months ago

#75 - fix(types)!: `GTC` typo

Pull Request - State: closed - Opened by ruanpetterson 11 months ago

#74 - test: enhance `Order` builder

Pull Request - State: closed - Opened by ruanpetterson 11 months ago
Labels: test

#73 - test: increase coverage

Pull Request - State: closed - Opened by ruanpetterson 11 months ago
Labels: bug, test

#72 - feat: impl persistence on disk

Pull Request - State: open - Opened by ruanpetterson 12 months ago
Labels: enhancement

#71 - refactor: make `Exchange` trait flexible

Pull Request - State: closed - Opened by ruanpetterson 12 months ago
Labels: enhancement

#70 - feat(types): added subtypes into `Order` builder

Pull Request - State: closed - Opened by ruanpetterson 12 months ago
Labels: enhancement

#69 - feat(types): new `Order` builder

Pull Request - State: closed - Opened by ruanpetterson 12 months ago
Labels: enhancement

#68 - perf: use same `thread_rng` for `Uuid` generator

Pull Request - State: closed - Opened by ruanpetterson 12 months ago
Labels: enhancement, perf

#67 - perf: regression using `uuid` as identifier

Issue - State: closed - Opened by ruanpetterson 12 months ago
Labels: perf

#66 - chore: fix conditional compilation

Pull Request - State: closed - Opened by ruanpetterson 12 months ago
Labels: bug

#65 - perf(algo): make `FoK::can_fill` short-circuiting

Pull Request - State: closed - Opened by ruanpetterson 12 months ago
Labels: enhancement, perf

#64 - feat(rt): implements runtime connector

Pull Request - State: open - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#63 - refactor(algo): new index for standard orderbook

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#62 - fix: panics if dangling level is found on peek/pop

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: bug

#61 - feat: improve index implementation

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#60 - feat(algo): optimize policies to fn pointer

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement, perf

#59 - refactor: orderbook indexes belong to a new module

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#58 - docs(core): change `Exchange::insert` to unsafe

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#57 - refactor!: move `Orderbook` to `algo` module

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#56 - fix(algo): post-only should check if matches occur

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: bug

#55 - style(types): remove `Order` prefix

Pull Request - State: open - Opened by ruanpetterson about 1 year ago
Labels: question

#54 - fix: reliability between order tree and indexmap

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#53 - refactor: move `Policy` to `algo` module

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago

#53 - refactor: move `Policy` to `algo` module

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago

#52 - refactor!: `Asset::trade` now returns `Result`

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#51 - feat: ceiling order

Pull Request - State: open - Opened by ruanpetterson about 1 year ago

#50 - fix: minor typos and add an assertion on remove

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#49 - fix: iterator ordering must be reversed for bid

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: bug

#48 - feat!: use `Uuid` as unique identifier

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#47 - fix(types): explicitly use limit price at matches

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago

#46 - fix(types): `Order` ordering must follow its price

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: bug

#45 - fix(algo): fill-or-kill orders

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: bug

#44 - refactor!: provide `Exchange` iterator

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#43 - refactor: preparing to support ceiling orders

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#42 - refactor: reduce policies noise on algo module

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#41 - feat: matching algorithm trait

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago
Labels: enhancement

#40 - refactor!: move `OrderSide` to `exchange-types`

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago

#39 - build!: project rename

Pull Request - State: closed - Opened by ruanpetterson about 1 year ago

#38 - style: switched to let-else in `matching`

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#37 - fix: post-only order rule

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: bug

#36 - feat: all or none orders

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#35 - refactor: policy pattern

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#34 - feat: immediate or cancel orders

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#33 - bench: first implementation

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#32 - feat(bin): accept value from stdin

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#31 - feat: remove order by id

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#30 - chore: split in more subcrates

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#29 - chore: new errors names

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#28 - chore(clippy): fix lint errors

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#27 - refactor: move pair name into engine

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#26 - feat: improve `Trade::new` operation

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#25 - build: update deps

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#24 - fix: limit price constraints

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: bug, enhancement

#23 - fix: market order pricing during matching

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: bug

#22 - fix: remove unneeded check

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: bug

#21 - fix: market not changing status if remaining

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: bug

#20 - feat: post-only orders

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#19 - fix: serde imports

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#18 - feat: market orders

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#17 - feat: amount and price are associated types

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#16 - chore: fix action ordering

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#15 - feat: algorithms module

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#14 - refactor: create a mod for exchange traits

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#13 - fix: remove exchange event

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: wontfix

#12 - test: fix dataset

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago

#11 - feat: simplify matching logic

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#10 - feat: separate core from impl

Pull Request - State: closed - Opened by ruanpetterson over 1 year ago
Labels: enhancement

#9 - fix: `OrderRequest` to `Order` conversion

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#8 - fix: `Asset` impl for `Order` struct

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#7 - test: added some useful tests

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#6 - fix: add license

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#5 - fix: CI workflow

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#4 - feat: added CI workflow

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#3 - fix: missing docs

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#2 - feat: moved `Orderbook` into `engine` mod

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

#1 - fix: `once_cell` moved to `dev-deps`

Pull Request - State: closed - Opened by ruanpetterson over 2 years ago

GitHub / ruanpetterson/exchange-rs issues and pull requests