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Implement precision checks in OrderMatchingEngine in Rust #1826

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merged 1 commit into from
Aug 4, 2024

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  • precision checks for quantity, price, and trigger price in process_order function with correct events generated
  • OrderMatchingEngine test reorganization - wanted to keep tests cleaner and shorted, so fixtures and utils getter function are separated

@filipmacek filipmacek added the rust Relating to the Rust core label Aug 4, 2024
@filipmacek filipmacek requested a review from cjdsellers August 4, 2024 10:31
@filipmacek filipmacek self-assigned this Aug 4, 2024
@filipmacek filipmacek force-pushed the order-matching-engine-precision-checks branch from 3ef08f5 to 0e7be03 Compare August 4, 2024 10:40
@cjdsellers cjdsellers merged commit 0ada7e3 into develop Aug 4, 2024
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@cjdsellers cjdsellers deleted the order-matching-engine-precision-checks branch August 4, 2024 11:18
anegrean pushed a commit to anegrean/nautilus_trader that referenced this pull request Aug 8, 2024
@filipmacek filipmacek linked an issue Aug 12, 2024 that may be closed by this pull request
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Implement OrderMatchingEngine in Rust
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