Add public API to iterate over L2/L3 data
tommyip opened this issue · 2 comments
tommyip commented
Currently the serum_dex
crate does not expose any public API to iterate over the order book. It is possible to do it by repeatedly calling find_min/max()
and remove_by_key()
on the slap as it is done by the matching engine, but this depends on implementation detail and require unnecessary mutation.
I saw that the serum-ts
library exposes a slab.items()
generator as well as a getL2
method. Can we add a similar functionality to the Rust crate?
I can implement it if the request is approved.
gitmalong commented
I would love to see an example to get a proper order book struct starting with currents load_bids_mut
.
sthornington commented
100% me too.