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feat: add bounded order book replay - #110

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fallblu merged 1 commit into
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feat/order-book-replay
Aug 22, 2026
Merged

feat: add bounded order book replay#110
fallblu merged 1 commit into
developfrom
feat/order-book-replay

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@fallblu

@fallblu fallblu commented Aug 22, 2026

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Summary

  • add versioned level-two order-book snapshots, updates, deletes, and trade replay
  • implement bounded depth walking, deterministic passive queue semantics, stops, FOK handling, and maker/taker attribution
  • publish scenario v15 and strategy protocol v13 contracts, fixtures, documentation, and conformance coverage

Relates to #37.

Test plan

  • make check
  • make coverage (86.05%, policy minimum 86.0%)

@fallblu
fallblu merged commit 261070f into develop Aug 22, 2026
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@fallblu
fallblu deleted the feat/order-book-replay branch August 22, 2026 21:35
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