move InMemoryOrderBook into paper_client

Author: kutay25

lighter/__init__.py

@@ -206,6 +206,8 @@
 from lighter.ws_client import WsClient
 from lighter.signer_client import SignerClient, create_api_key
 from lighter.paper_client import (
+    InMemoryOrderBook,
+    OrderBookLevel,
     PaperAccount,
     PaperAccountHealth,
     PaperClient,

lighter/paper_client/__init__.py

@@ -1,4 +1,5 @@
 from lighter.paper_client.client import PaperClient
+from lighter.paper_client.order_book import InMemoryOrderBook, OrderBookLevel
 from lighter.paper_client.types import (
     MarketConfig,
     PaperAccount,
@@ -14,7 +15,9 @@
 )
 
 __all__ = [
+    "InMemoryOrderBook",
     "MarketConfig",
+    "OrderBookLevel",
     "PaperAccount",
     "PaperAccountHealth",
     "PaperClient",

lighter/paper_client/client.py

@@ -5,7 +5,7 @@
 from lighter.api_client import ApiClient
 from lighter.configuration import Configuration
 from lighter.models.perps_order_book_detail import PerpsOrderBookDetail
-from lighter.order_book_runtime import InMemoryOrderBook
+from lighter.paper_client.order_book import InMemoryOrderBook
 from lighter.paper_client.accounting import (
     copy_account,
     copy_position,
@@ -34,6 +34,20 @@
 
 
 class PaperClient:
+    """Local simulation client for testing trading strategies against real Lighter order book data.
+
+    Maintains a virtual account with simulated collateral, executes taker-only fills
+    against live or snapshot order book state, and tracks positions, PnL, and account
+    health locally.
+
+    Limitations:
+        - Perp markets only — spot markets are not supported.
+        - Taker-only — supports MARKET and IOC order types, no resting limit orders.
+        - Cross-margin only — isolated margin is not simulated.
+        - No funding simulation — funding rate payments are not applied to positions.
+        - Read-only simulation — no transactions are submitted to the exchange; all state is local.
+    """
+
     def __init__(
         self,
         api_client: Optional[ApiClient],

lighter/paper_client/matching.py

@@ -1,7 +1,7 @@
 from math import fabs, pow
 from typing import Iterable, List, Tuple
 
-from lighter.order_book_runtime import OrderBookLevel
+from lighter.paper_client.order_book import OrderBookLevel
 from lighter.paper_client.types import (
     MarketConfig,
     PaperFill,

lighter/order_book_runtime.py lighter/paper_client/order_book.pylighter/order_book_runtime.py renamed to lighter/paper_client/order_book.py

@@ -49,6 +49,11 @@ def to_dict(self) -> Mapping[str, str]:
 
 @dataclass
 class InMemoryOrderBook:
+    """Sorted in-memory order book built for ``PaperClient`` to simulate 
+    taker fills against order book data. Keeps asks sorted ascending and 
+    bids sorted descending so the best prices are always at index 0.  
+    """
+
     asks: List[OrderBookLevel] = field(default_factory=list)
     bids: List[OrderBookLevel] = field(default_factory=list)
     offset: Optional[int] = None

test/paper_client/test_matching.py

@@ -1,6 +1,6 @@
 import unittest
 
-from lighter.order_book_runtime import OrderBookLevel
+from lighter.paper_client.order_book import OrderBookLevel
 from lighter.paper_client.matching import simulate_match, validate_order
 from lighter.paper_client.types import (
     PaperOrderRequest,

test/test_order_book_runtime.py test/paper_client/test_order_book.pytest/test_order_book_runtime.py renamed to test/paper_client/test_order_book.py

@@ -4,7 +4,7 @@
 from lighter.models.order_book_orders import OrderBookOrders
 from lighter.models.price_level import PriceLevel
 from lighter.models.simple_order import SimpleOrder
-from lighter.order_book_runtime import InMemoryOrderBook
+from lighter.paper_client.order_book import InMemoryOrderBook
 
 
 def make_runtime() -> InMemoryOrderBook: