{"id":13632723,"url":"https://github.com/dgtony/orderbook-rs","last_synced_at":"2025-04-18T05:32:58.110Z","repository":{"id":46880134,"uuid":"117585653","full_name":"dgtony/orderbook-rs","owner":"dgtony","description":"Basic order matching engine written in Rust","archived":false,"fork":false,"pushed_at":"2018-04-13T08:13:31.000Z","size":23,"stargazers_count":384,"open_issues_count":3,"forks_count":100,"subscribers_count":9,"default_branch":"master","last_synced_at":"2024-12-06T21:36:17.600Z","etag":null,"topics":["matching-engine","orderbook","rust","trading-systems"],"latest_commit_sha":null,"homepage":null,"language":"Rust","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/dgtony.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null}},"created_at":"2018-01-15T19:18:44.000Z","updated_at":"2024-11-25T13:23:29.000Z","dependencies_parsed_at":"2022-07-26T17:32:39.905Z","dependency_job_id":null,"html_url":"https://github.com/dgtony/orderbook-rs","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/dgtony%2Forderbook-rs","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dgtony%2Forderbook-rs/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dgtony%2Forderbook-rs/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/dgtony%2Forderbook-rs/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/dgtony","download_url":"https://codeload.github.com/dgtony/orderbook-rs/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":249436952,"owners_count":21271974,"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","orderbook","rust","trading-systems"],"created_at":"2024-08-01T22:03:12.258Z","updated_at":"2025-04-18T05:32:57.845Z","avatar_url":"https://github.com/dgtony.png","language":"Rust","funding_links":[],"categories":["Rust"],"sub_categories":[],"readme":"# Order matching engine (orderbook)\n\nProject is just a basic order-matching engine (orderbook), created especially for learning Rust and internals of trading systems.\n\nEach instance of orderbook is a single-threaded reactive module for the certain currency pair. It consumes orders and return vector of events, generated during processing.\n\nSupported features:\n\n* market orders\n* limit orders\n* amending limit order price/quantity\n* cancelling limit order\n* partial filling\n\n\n## Usage\nFull example code could be found in `bin/example.rs`. Here is event log created in processing test orders:\n\n```\nOrder =\u003e NewLimitOrder { order_asset: BTC, price_asset: USD, side: Bid, price: 0.98, qty: 5.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859954000 } }\nProcessing =\u003e [Ok(Accepted { id: 1, order_type: Limit, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860016000 } })]\nSpread =\u003e not available\n\nOrder =\u003e NewLimitOrder { order_asset: BTC, price_asset: USD, side: Ask, price: 1.02, qty: 1.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859954000 } }\nProcessing =\u003e [Ok(Accepted { id: 2, order_type: Limit, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860064000 } })]\nSpread =\u003e bid: 0.98, ask: 1.02\n\nOrder =\u003e AmendOrder { id: 1, side: Bid, price: 0.99, qty: 4.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859954000 } }\nProcessing =\u003e [Ok(Amended { id: 1, price: 0.99, qty: 4.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860094000 } })]\nSpread =\u003e bid: 0.99, ask: 1.02\n\nOrder =\u003e NewLimitOrder { order_asset: BTC, price_asset: USD, side: Bid, price: 1.01, qty: 0.4, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859955000 } }\nProcessing =\u003e [Ok(Accepted { id: 3, order_type: Limit, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860119000 } })]\nSpread =\u003e bid: 1.01, ask: 1.02\n\nOrder =\u003e NewLimitOrder { order_asset: BTC, price_asset: USD, side: Ask, price: 1.03, qty: 0.5, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859955000 } }\nProcessing =\u003e [Ok(Accepted { id: 4, order_type: Limit, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860155000 } })]\nSpread =\u003e bid: 1.01, ask: 1.02\n\nOrder =\u003e NewMarketOrder { order_asset: BTC, price_asset: USD, side: Bid, qty: 1.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859955000 } }\nProcessing =\u003e [Ok(Accepted { id: 5, order_type: Market, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860180000 } }), Ok(Filled { order_id: 5, side: Bid, order_type: Market, price: 1.02, qty: 1.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860183000 } }), Ok(Filled { order_id: 2, side: Ask, order_type: Limit, price: 1.02, qty: 1.0, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860183000 } })]\nSpread =\u003e bid: 1.01, ask: 1.03\n\nOrder =\u003e NewLimitOrder { order_asset: BTC, price_asset: USD, side: Ask, price: 1.05, qty: 0.5, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859955000 } }\nProcessing =\u003e [Ok(Accepted { id: 6, order_type: Limit, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860248000 } })]\nSpread =\u003e bid: 1.01, ask: 1.03\n\nOrder =\u003e CancelOrder { id: 4, side: Ask }\nProcessing =\u003e [Ok(Cancelled { id: 4, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860291000 } })]\nSpread =\u003e bid: 1.01, ask: 1.05\n\nOrder =\u003e NewLimitOrder { order_asset: BTC, price_asset: USD, side: Bid, price: 1.06, qty: 0.6, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 859955000 } }\nProcessing =\u003e [Ok(Accepted { id: 7, order_type: Limit, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860320000 } }), Ok(PartiallyFilled { order_id: 7, side: Bid, order_type: Limit, price: 1.05, qty: 0.5, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860325000 } }), Ok(Filled { order_id: 6, side: Ask, order_type: Limit, price: 1.05, qty: 0.5, ts: SystemTime { tv_sec: 1516040690, tv_nsec: 860325000 } })]\nSpread =\u003e not available\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdgtony%2Forderbook-rs","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fdgtony%2Forderbook-rs","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fdgtony%2Forderbook-rs/lists"}