Rust provides a built in B-tree[1] and it offers this over a binary search tree to avoid pointer chasing. With respect to heaps, are you thinking that a BinaryHeap[2] could be used here? I don't see how such a structure allows you to arbitrarily remove/update orders in the book. Looks like you can just insert arbitrary orders by price (using push(x)) and then get the best bid or offer (using pop()). Am I missing something? If the API was changed to be more like a binary search tree, you don't think the pointer chasing would reduce performance for larger books?
[1] https://doc.rust-lang.org/std/collections/struct.BTreeMap.ht...
[2] https://doc.rust-lang.org/std/collections/struct.BinaryHeap....
