Remove code the matching engine made dead

BookSimulator no longer drives anything in production - the feed comes from the
matching engine now - so it moves to the test project, where its actual job is to
exercise the aggregated books and the feed decoder without dragging in orders or
a network.

Also drops Order.Priority, which was written on every add and never read (queue
position is the list itself), and the domain OrderbookLevelUpdate record, whose
last reference went with the simulator rewrite. State that must be maintained and
is never consulted is a liability, not a spare part.

Author: Sean Collins

Common/Matching/LimitOrderBook.cs

@@ -224,7 +224,6 @@ public void Clear()
 
             _pool.Clear();
             _orderPool.Clear();
-            _priority = 0;
         }
 
         // ------------------------------------------------------------------ matching
@@ -325,7 +324,6 @@ private void Rest(ulong orderId, Side side, int price, uint quantity, ICollectio
             order.Price = price;
             order.Quantity = quantity;
             order.Remaining = quantity;
-            order.Priority = ++_priority;
             order.Level = level;
 
             // Joins at the tail: newest order, worst time priority.
@@ -447,6 +445,5 @@ private void Release(OrderLevel level)
         private readonly Dictionary<ulong, Order> _orders = new Dictionary<ulong, Order>();
         private readonly List<OrderLevel> _pool = new List<OrderLevel>();
         private readonly List<Order> _orderPool = new List<Order>();
-        private ulong _priority;
     }
 }

Common/Matching/Order.cs

@@ -52,9 +52,6 @@ public sealed class Order
         /// <summary>Unfilled size. Zero means fully executed.</summary>
         public uint Remaining;
 
-        /// <summary>Sequence in which the order joined its price level; lower is ahead in the queue.</summary>
-        public ulong Priority;
-
         internal Order Previous;
         internal Order Next;
         internal OrderLevel Level;

Common/OrderbookLevel.cs

@@ -14,8 +14,4 @@ public enum OrderbookUpdateType
         Remove,
     }
     public record OrderbookLevel(int Price, bool IsBuy, uint Quantity);
-    public record OrderbookLevelUpdate(OrderbookUpdateType UpdateType, OrderbookLevel Level)
-    {
-        public static OrderbookLevelUpdate Empty { get; } = new OrderbookLevelUpdate(OrderbookUpdateType.Invalid, null);
-    }
 }

Common/Books/BookSimulator.cs Tests/Framework/BookSimulator.csCommon/Books/BookSimulator.cs renamed to Tests/Framework/BookSimulator.cs

@@ -1,7 +1,8 @@
+using MarketData.Common.Books;
 using System;
 using System.Collections.Generic;
 
-namespace MarketData.Common.Books
+namespace MarketData.Tests.Framework
 {
     public enum MutationKind
     {
@@ -18,14 +19,18 @@ public readonly record struct Mutation(MutationKind Kind, Side Side, PriceLevel
     }
 
     /// <summary>
-    /// Deterministic random walk of a limit order book.
+    /// Deterministic random walk over an aggregated book, used as a test fixture.
     /// </summary>
     /// <remarks>
     /// <para>
+    /// The live feed is produced by the matching engine, not by this. What this is for is
+    /// exercising the aggregated books and the feed decoder in isolation: it generates a stream of
+    /// level mutations without dragging in orders, matching or a network, so a test of loss
+    /// recovery is a test of loss recovery and nothing else.
+    /// </para>
+    /// <para>
     /// Deliberately free of I/O, timers and threads: given a seed it produces exactly the same
-    /// sequence of mutations every time. That makes the interesting properties testable without a
-    /// network - in particular that the incremental stream is a faithful description of the book,
-    /// which is the one thing a market data feed must never get wrong.
+    /// sequence of mutations every time.
     /// </para>
     /// <para>
     /// Prices are always derived from the current book, extending outwards from the tail or