{"id":24537702,"url":"https://github.com/brettfazio/orderbook","last_synced_at":"2025-04-15T01:34:34.756Z","repository":{"id":51124455,"uuid":"364398721","full_name":"brettfazio/orderbook","owner":"brettfazio","description":"Port of www.quantcup.org (implementing a fast stock exchange matching engine) from C to Rust","archived":false,"fork":false,"pushed_at":"2021-05-30T23:08:24.000Z","size":631,"stargazers_count":15,"open_issues_count":0,"forks_count":5,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-03-28T13:21:44.559Z","etag":null,"topics":["matching-engine","optimization","rust"],"latest_commit_sha":null,"homepage":"","language":"C","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/brettfazio.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2021-05-04T22:11:27.000Z","updated_at":"2024-08-30T03:25:40.000Z","dependencies_parsed_at":"2022-09-06T13:40:49.360Z","dependency_job_id":null,"html_url":"https://github.com/brettfazio/orderbook","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/brettfazio%2Forderbook","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/brettfazio%2Forderbook/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/brettfazio%2Forderbook/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/brettfazio%2Forderbook/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/brettfazio","download_url":"https://codeload.github.com/brettfazio/orderbook/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":248989299,"owners_count":21194570,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["matching-engine","optimization","rust"],"created_at":"2025-01-22T14:13:30.957Z","updated_at":"2025-04-15T01:34:34.738Z","avatar_url":"https://github.com/brettfazio.png","language":"C","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Rust Order Book\n\n`rust-quantcup` (renamed `orderbook` for brevity) is a reimplementation of Quantcup.org's matching engine and order book in Rust. It attempts to make use of Rust language features at the implementation level as well as the project level (using `cargo test` and `cargo bench` for testing and scoring the matching engine).\n\n`engine.rs` provides a baseline naive implementation of the machine engine akin to that of the original C quantcup code. The goal would be to optimize this matching engine.\n\nThe baseline quantcup code from Quantcup.org is also provide (though it has been modified to use C++ instead of C).\n\nWhile there is no official leaderboard or competition like the original QuantCup, a way to participate here would be to fork the repo, edit `engine.rs` and try to get the best bench score possible.\n\n## Modification\n\n`engine.rs` should be the main location for modification and optimization.\n\n## Testing\n\nTo test your matching engine simply run:\n\n```\ncd source\ncargo test\n```\n\nThis will run the unit tests in `src/engine/test.rs`.\n\n## Scoring\n\nTo score your program go into the `source` directory like before and run\n\n```\ncargo bench\n```\n\nThis will benchmark your code using the `score_feed.csv` as the order flow and the matching engine implemented in `engine.rs`.\n\n## Contribution\n\nPRs are welcome either adding additional novel matching engines to the examples or improving the base running/scoring code itself. \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbrettfazio%2Forderbook","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fbrettfazio%2Forderbook","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fbrettfazio%2Forderbook/lists"}