If this is intended as anything more than a toy, you don't want to store the full OpenLimitOrder in the book data structure.
The symbol should be allocated once on the book. The side is allocated twice in each set of vecs. The price is defined in the vec itself. The queue should be a vec of IDs and open size. The real struct should only be constructed lazily as absolutely needed.
The symbol should be allocated once on the book. The side is allocated twice in each set of vecs. The price is defined in the vec itself. The queue should be a vec of IDs and open size. The real struct should only be constructed lazily as absolutely needed.