This is a minimalistic matching engine designed for a trading exchange. It supports various order types including limit orders, market orders, and order features such as Immediate-Or-Cancel (IOC), Fill-Or-Kill (FOK), and Post-Only orders.
- Limit Orders: Traders can place buy or sell orders at specified price levels, ensuring their orders are executed at their desired prices or better.
- Market Orders: Traders can place orders to be executed at the current market price, guaranteeing an immediate fill.
- Immediate-Or-Cancel (IOC): IOC orders are designed for immediate execution. Any portion of an IOC order that cannot be filled immediately is canceled.
- Fill-Or-Kill (FOK): FOK orders demand complete execution. If the entire order cannot be filled immediately, it is canceled.
- Post-Only Orders: Post-Only orders are added to the order book and are only executed as maker orders, ensuring no additional fees as a taker.
To run the simulation with this matching engine, simply execute the following command:
just runJust is used to manage various build and development tasks, and you can explore the available options with:
justContributions from the community are welcomed! Feel free to submit bug reports, feature requests, or even pull requests to enhance the matching engine.
This project is licensed under the MIT License.