[Claude] Add unit tests and REST API server

API.md

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+# Order Book REST API
+
+A REST API wrapper around the clobbered order book library.
+
+## Running the Server
+
+```bash
+cargo run --bin server
+```
+
+The server will start on `http://127.0.0.1:3000`
+
+## API Endpoints
+
+### GET /health
+Health check endpoint.
+
+**Response:**
+```
+"Order Book API is running"
+```
+
+### GET /orderbook
+Get the current state of the order book (best bid/ask prices only).
+
+**Response:**
+```json
+{
+  "best_bid": 5000,
+  "best_ask": 5500
+}
+```
+
+### GET /orderbook/orders
+Get all orders currently in the order book, organized by price levels.
+
+**Response:**
+```json
+{
+  "bids": [
+    {
+      "price": 5000,
+      "orders": [
+        {
+          "id": "550e8400-e29b-41d4-a716-446655440000",
+          "type_": "Limit",
+          "time_in_force": "GoodTillCanceled", 
+          "side": "Bid",
+          "quantity": 100,
+          "price": 5000,
+          "stop_price": 0,
+          "slippage": null,
+          "post_only": false
+        },
+        {
+          "id": "550e8400-e29b-41d4-a716-446655440001",
+          "type_": "Limit",
+          "time_in_force": "GoodTillCanceled",
+          "side": "Bid", 
+          "quantity": 30,
+          "price": 5000,
+          "stop_price": 0,
+          "slippage": null,
+          "post_only": false
+        }
+      ]
+    },
+    {
+      "price": 4900,
+      "orders": [
+        {
+          "id": "550e8400-e29b-41d4-a716-446655440002",
+          "type_": "Limit",
+          "time_in_force": "GoodTillCanceled",
+          "side": "Bid",
+          "quantity": 50,
+          "price": 4900,
+          "stop_price": 0,
+          "slippage": null,
+          "post_only": false
+        }
+      ]
+    }
+  ],
+  "asks": [
+    {
+      "price": 5100,
+      "orders": [
+        {
+          "id": "550e8400-e29b-41d4-a716-446655440003",
+          "type_": "Limit",
+          "time_in_force": "GoodTillCanceled",
+          "side": "Ask",
+          "quantity": 75,
+          "price": 5100,
+          "stop_price": 0,
+          "slippage": null,
+          "post_only": false
+        }
+      ]
+    }
+  ]
+}
+```
+
+**Notes:**
+- Bids are ordered by price descending (best bids first)
+- Asks are ordered by price ascending (best asks first)  
+- Orders within each price level are ordered by time (FIFO)
+
+### POST /orders
+Create a new order.
+
+**Request Body:**
+```json
+{
+  "order_type": "limit",    // "limit", "market", "post_only", or "fill_or_kill"
+  "side": "Bid",           // "Bid" or "Ask"
+  "price": 5000,           // Optional for market orders, required for others
+  "quantity": 100
+}
+```
+
+**Response:**
+```json
+{
+  "order_id": "550e8400-e29b-41d4-a716-446655440000",
+  "log": {
+    "order_id": "550e8400-e29b-41d4-a716-446655440000",
+    "events": [
+      {
+        "Added": {
+          "id": "550e8400-e29b-41d4-a716-446655440000",
+          "type_": "Limit",
+          "time_in_force": "GoodTillCanceled",
+          "side": "Bid",
+          "quantity": 100,
+          "price": 5000,
+          "stop_price": 0,
+          "slippage": null,
+          "post_only": false
+        }
+      }
+    ]
+  }
+}
+```
+
+### DELETE /orders/:side/:order_id
+Cancel an existing order.
+
+**Parameters:**
+- `side`: "bid" or "ask"
+- `order_id`: UUID of the order
+
+**Response:**
+```json
+{
+  "id": "550e8400-e29b-41d4-a716-446655440000",
+  "type_": "Limit",
+  "time_in_force": "GoodTillCanceled",
+  "side": "Bid",
+  "quantity": 100,
+  "price": 5000,
+  "stop_price": 0,
+  "slippage": null,
+  "post_only": false
+}
+```
+
+### GET /orders/:order_id
+Check if an order exists (placeholder implementation).
+
+**Response:**
+```json
+false
+```
+
+## Order Types
+
+- **limit**: Limit order with specified price
+- **market**: Market order executed at best available price
+- **post_only**: Order that will only be added to the book if it doesn't cross the market
+- **fill_or_kill**: Order that must be filled immediately and completely or be rejected
+
+## Example Usage
+
+Run the demo script:
+```bash
+./examples/api_demo.sh
+```
+
+Or test manually with curl:
+
+```bash
+# Create a bid order
+curl -X POST http://127.0.0.1:3000/orders \
+  -H "Content-Type: application/json" \
+  -d '{
+    "order_type": "limit",
+    "side": "Bid", 
+    "price": 5000,
+    "quantity": 100
+  }'
+
+# Get order book state (best prices)
+curl http://127.0.0.1:3000/orderbook
+
+# Get all orders in the book
+curl http://127.0.0.1:3000/orderbook/orders
+
+# Create a market order
+curl -X POST http://127.0.0.1:3000/orders \
+  -H "Content-Type: application/json" \
+  -d '{
+    "order_type": "market",
+    "side": "Ask",
+    "quantity": 50
+  }'
+```
+
+## Price Representation
+
+Prices are represented as integers (u128) to avoid floating-point precision issues. For example:
+- $50.00 → 5000 (using 2 decimal places)
+- $55.50 → 5550 (using 2 decimal places)
+
+Choose your own decimal precision based on your use case.

CLAUDE.md

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+# CLAUDE.md
+
+This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.
+
+## Development Commands
+
+- Build: `cargo build`
+- Run tests: `cargo test`
+- Check: `cargo check`
+- Format: `cargo fmt`
+- Lint: `cargo clippy`
+
+## Architecture Overview
+
+This is a synchronous order book implementation called "clobbered" - deliberately free from async operations. The core architecture consists of:
+
+### Core Components
+
+- **Book** (`src/book.rs`): The main orderbook implementation using a dual-sided structure with Ask/Bid price-ordered levels. Uses BTreeMap for price levels and VecDeque for order queues within each level.
+
+- **MatchEngine** (`src/engine.rs`): Simple wrapper around a single orderbook. Currently supports only one symbol but designed to be extended for multiple orderbooks.
+
+- **Order** (`src/order.rs`): Comprehensive order model supporting market/limit orders with various time-in-force options (GTC, IOC, FOK). Includes post-only orders and slippage control for market orders.
+
+- **Transaction** (`src/transaction.rs`): Event logging system that tracks order additions, matches, and fills during execution.
+
+### Key Design Decisions
+
+- **Synchronous by design**: No async/await patterns - all operations are blocking
+- **Price-time priority**: Orders at same price level are filled FIFO
+- **Dual halfbook structure**: Separate Ask and Bid sides with different price ordering (ascending for asks, descending for bids)
+- **Saturating arithmetic**: Price and quantity operations saturate rather than panic on overflow
+- **Memory efficiency considerations**: Uses VecDeque for order queues, though comments indicate potential for optimization
+
+### Current Limitations
+
+- Single orderbook only (no multi-symbol support yet)
+- Fill-or-kill and all-or-none orders are functionally equivalent 
+- Stop orders and advanced order types are defined but not fully implemented
+- No persistent storage or recovery mechanisms
+
+The codebase is well-structured with clear separation of concerns and extensive documentation of design trade-offs and future optimization opportunities.