Engine

StockMarketABM.Engine exposes a compact façade over the limit order book for consumers such as the matching engine or market simulation layers. Detailed discussion of the underlying data structures lives in docs/src/lob/orderbook.md; this article focuses on the thin wrapper that reuses that implementation. Rather than reimplementing logic, the module:

Delegates submit! and cancel! to OrderBookMod.add_order! and OrderBookMod.cancel_order!, so the same validation path is used everywhere.
Re-exports convenience queries (best_bid, best_ask, is_crossed, get_depth, available_qty, consume!) by attaching documentation to the underlying order book functions. This keeps a single implementation while presenting an intuitive API surface to callers.
Ensures upstream modules can using StockMarketABM.Engine (or rely on the top-level reexport) without knowing about the lower level modules.

Thanks to this façade, higher level code manipulates the order book through a stable interface, while the actual data-structure decisions remain encapsulated inside OrderBookMod and PriceLevelMod.

StockMarketABM.Engine.cancel! — Method

cancel!(ob, id) -> Bool

Cancel an existing order by identifier. Returns true if the order was found and removed.

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StockMarketABM.Engine.submit! — Method

submit!(ob, spec)

Add a new order to the book. This is a simple wrapper around add_order!.

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StockMarketABM.OrderBookMod.available_qty — Function

available_qty(ob, side, price_limit; stop_at=zero(Qty)) -> Qty

Return executable quantity on the opposite side up to price_limit. The optional stop_at keyword lets callers short-circuit once the desired quantity is reached.

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StockMarketABM.OrderBookMod.best_ask — Function

best_ask(ob) -> Union{Price,Nothing}

Return the lowest resting ask price. Internally this proxies to OrderBookMod.best_ask.

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StockMarketABM.OrderBookMod.best_bid — Function

best_bid(ob) -> Union{Price,Nothing}

Return the highest resting bid price. Internally this proxies to OrderBookMod.best_bid on the shared order book.

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StockMarketABM.OrderBookMod.consume! — Function

consume!(ob, side, qty; price_limit=nothing)

Consume liquidity from the opposite side while respecting an optional price limit, forwarding to OrderBookMod.consume!.

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StockMarketABM.OrderBookMod.get_depth — Function

get_depth(ob, side; top=0)

Return aggregated depth for side. Keyword arguments are forwarded to the underlying OrderBookMod.get_depth implementation.

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StockMarketABM.OrderBookMod.is_crossed — Function

is_crossed(ob) -> Bool

Return true when the best bid is greater than or equal to the best ask.

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