A matching engine is a key part of modern electronic exchanges. This project implements a simple matching engine in Python with much room for improvement in the future. Some key features include order-tracking via an order book, matching, multiprocessing, and a message bus.
Python3.7+
- open project
cd matching-engine - run main file
python3 main.py {test_type} - To stop the program, you can use the keyboard shortcut
Ctrl+Cin the terminal where the program is running.
For usage help run python3 main.py -h
Copyright (c) Randy Lopez
Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.