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Port process cancel all for OrderMatchingEngine in Rust #2253

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Merged
merged 1 commit into from
Jan 25, 2025
Merged

Port process cancel all for OrderMatchingEngine in Rust #2253

merged 1 commit into from
Jan 25, 2025

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Pull Request

  • implement process_cancel_all function in OrderMatchingEngine
  • designed test scenario where only target instrument orders are correctly canceled and correct events are generated

@filipmacek filipmacek added the rust Relating to the Rust core label Jan 25, 2025
@filipmacek filipmacek requested a review from cjdsellers January 25, 2025 13:28
@filipmacek filipmacek self-assigned this Jan 25, 2025
@cjdsellers cjdsellers merged commit e405416 into develop Jan 25, 2025
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@cjdsellers cjdsellers deleted the order-matching-engine-processing-cancel-all branch January 25, 2025 20:36
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