An order matching engine written in Rust that can do sub-microsecond order processing/matching times. I hope to add more orderbook-api-type functionality eventually.
I am really interested in real-time/low-latency systems like what is used in the financial industry for trading. I heard a talk given by Jane Street describing some of the software/hardware that runs their exchange and was inspired to give a small piece of it a try. I picked Rust because I had not used in on a project before, and I thought that this was reasonable enough in size/complexity for me to do.
An order matching engine with sub-microsecond order processing/matching times.
git clone https://github.com/hallmason17/matcher-rs.git
cd matcher-rs
cargo run #--release- Modify placed orders
- Cancel placed orders
- API to get orderbook snapshots