Market Overview

The src/market/ layer orchestrates how orders flow through the simulated market. It provides:

• shared request/response and event types,
• data structures that hold instruments, portfolios, and order books,
• helper actions for mutating portfolios and market state,
• stores for time-based order expiry,
• matching and market engines that process external requests against the order books,
• telemetry utilities that keep rolling snapshots (best bid/ask, midprice, OHLCV bars) available to agents and provide on-demand depth queries.
• order-flow logging that records every add, trade, cancel, and expiry event for offline analysis or replay.

• Requests and Events
• Order Expiry Store
• Market Structures
• Market Actions
• Matching Engine
• Market Engine