0x01 Genesis: Basic Engine
🇺🇸 English | 🇨🇳 中文
🇺🇸 English
📦 Code Changes: View Diff
This is the first version of 0xInfinity. In this stage, we have built a minimal prototype of a Central Limit Order Book (CLOB). Our goal is to intuitively demonstrate real-world trading logic using standard data structures to manage orders.
1. Visualizing the Orderbook
An Orderbook is essentially a list of orders arranged by price. We place Sells (Asks) at the top and Buys (Bids) at the bottom. The gap in the middle is called the “Spread”.
We maintain two lists in memory:
- Sells: Sorted by price Low to High (Buyers want the cheapest price).
- Buys: Sorted by price High to Low (Sellers want the most expensive price).
===========================================================
ORDER BOOK SNAPSHOT
===========================================================
Side | Price (f64) | Qty | Orders (FIFO)
-----------------------------------------------------------
SELL | 102.00 | 5.0 | [Order #2]
SELL | 101.00 | 5.0 | [Order #3] ^
| Best Ask (Lowest)
-----------------------------------------------------------
$$$ MARKET SPREAD $$$
-----------------------------------------------------------
| Best Bid (Highest)
BUY | 100.00 | 10.0 | [Order #1] v
BUY | 99.00 | 10.0 | [Order #5]
===========================================================
2. Program Output
After executing cargo run, we can observe the actual output of the engine:
--- 0xInfinity: Stage 1 (Genesis) ---
[1] Makers coming in...
[2] Taker eats liquidity...
MATCH: Buy 4 eats Sell 1 @ Price 100 (Qty: 10)
MATCH: Buy 4 eats Sell 3 @ Price 101 (Qty: 2)
[3] More makers...
--- End of Simulation ---
🇨🇳 中文
📦 代码变更: 查看 Diff
这是 0xInfinity 的第一个版本。 在这一阶段，我们构建了一个最简单的**中央限价订单簿（CLOB）**雏形。我们的目标是直观地展示现实世界的交易逻辑，使用标准的数据结构来管理订单。
1. 订单簿布局 (Visualizing the Orderbook)
订单簿本质上是一个按价格排列的列表。我们将**卖单（Sells）**放在上方，**买单（Buys）**放在下方。中间的空隙被称为“价差（Spread）”。
我们在内存中维护了两个列表：
- Sells: 按价格 从低到高 排列（买家希望买到最便宜的）。
- Buys: 按价格 从高到低 排列（卖家希望卖给最贵的）。
===========================================================
ORDER BOOK SNAPSHOT
===========================================================
Side | Price (f64) | Qty | Orders (FIFO)
-----------------------------------------------------------
SELL | 102.00 | 5.0 | [Order #2]
SELL | 101.00 | 5.0 | [Order #3] ^
| Best Ask (Lowest)
-----------------------------------------------------------
$$$ MARKET SPREAD $$$
-----------------------------------------------------------
| Best Bid (Highest)
BUY | 100.00 | 10.0 | [Order #1] v
BUY | 99.00 | 10.0 | [Order #5]
===========================================================
2. 运行结果 (Program Output)
执行 cargo run 后，我们可以看到引擎的实际运行结果：
--- 0xInfinity: Stage 1 (Genesis) ---
[1] Makers coming in...
[2] Taker eats liquidity...
MATCH: Buy 4 eats Sell 1 @ Price 100 (Qty: 10)
MATCH: Buy 4 eats Sell 3 @ Price 101 (Qty: 2)
[3] More makers...
--- End of Simulation ---