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Port handling of market-if-touched order for matching engine in Rust #2329

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Merged
merged 1 commit into from
Feb 17, 2025
Merged

Port handling of market-if-touched order for matching engine in Rust #2329

merged 1 commit into from
Feb 17, 2025

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Pull Request

  • added is_touch_triggered function in OrderMatchingCore
  • added full implementation for processing and updating of the market if touched orders in OrderMatchingEngine with two test cases

@filipmacek filipmacek added the rust Relating to the Rust core label Feb 17, 2025
@filipmacek filipmacek self-assigned this Feb 17, 2025
cjdsellers
cjdsellers approved these changes Feb 17, 2025
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@cjdsellers cjdsellers merged commit 6242f78 into develop Feb 17, 2025
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@cjdsellers cjdsellers deleted the order-matching-engine-market-if-touched-order branch February 17, 2025 20:32
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