lipwei1808/exchange-matching-engine-go

Concurrent Matching Exchange

Introduction

This is a concurrent matching engine project built in Golang. This project aims to maximise the concurrent execution of different orders.

Build

1. After cloning the project, run the following line to build

make all

2. The engine executable is found in ./build/engine

Overview

The concurrent matching exchange consists of three main components:

1. Engine: The matching engine responsible for handling connections and orders.
2. OrderBook: Manages the overall order book (buy and sell side), handling incoming orders and sending orders to the correct side.
3. Prices: Represents either the buy (bids) or sell (asks) side, maintaining a priority queue (heap) of orders based on price and time.

TODO

1. Cleanup OrderBookRequest.
2. The use of req.Done().