> ## Documentation Index
> Fetch the complete documentation index at: https://miny.mintlify.app/llms.txt
> Use this file to discover all available pages before exploring further.

# kraken-book

> High-performance orderbook engine

## Overview

`kraken-book` is the core orderbook engine. Zero async dependencies. Compiles to WASM.

```toml theme={null}
[dependencies]
kraken-book = { git = "https://github.com/hitakshiA/Havklo_sdk" }
```

## L2 Orderbook

```rust theme={null}
use kraken_book::Orderbook;

let mut book = Orderbook::new("BTC/USD", 25);

// Apply snapshot
book.apply_snapshot(snapshot)?;

// Apply deltas
book.apply_delta(delta)?;

// Query
let bid = book.best_bid();
let ask = book.best_ask();
let spread = book.spread();

// Validate
let valid = book.validate_checksum(expected);
```

## L3 Orderbook

```rust theme={null}
use kraken_book::l3::{L3Book, L3Order, L3Side};
use rust_decimal_macros::dec;

let mut book = L3Book::new("BTC/USD", 1000);

// Add orders
let order = L3Order::new("order_123", dec!(67000), dec!(1.5));
book.add_order(order, L3Side::Bid);

// Queue position
if let Some(pos) = book.queue_position("order_123") {
    println!("Position: {}/{}", pos.position, pos.total_orders);
    println!("Volume ahead: {}", pos.volume_ahead);
}

// VWAP
let vwap = book.vwap(L3Side::Ask, dec!(10.0));
```

## Performance

| Operation      | L2       | L3       |
| -------------- | -------- | -------- |
| Best bid/ask   | 1 ns     | 1 ns     |
| Spread         | 3.5 ns   | 3.5 ns   |
| Apply delta    | \~100 ns | \~150 ns |
| Queue position | -        | \~30 ns  |
| VWAP (1 BTC)   | -        | 28 ns    |

## WASM Build

```bash theme={null}
cargo build --target wasm32-unknown-unknown -p kraken-book
```

No special configuration - it just works.
