{"id":15634555,"url":"https://github.com/philipperemy/order-book-matching-engine","last_synced_at":"2025-08-22T05:32:23.425Z","repository":{"id":8737295,"uuid":"10413030","full_name":"philipperemy/Order-Book-Matching-Engine","owner":"philipperemy","description":"Order Book Matching Engine for Stock Exchanges (1us latency for matching)","archived":false,"fork":false,"pushed_at":"2021-03-09T03:17:38.000Z","size":16,"stargazers_count":149,"open_issues_count":0,"forks_count":49,"subscribers_count":15,"default_branch":"master","last_synced_at":"2025-04-08T23:22:29.179Z","etag":null,"topics":["book","finance","order","trading","trading-api"],"latest_commit_sha":null,"homepage":"","language":"Java","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/philipperemy.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":"2013-05-31T21:07:25.000Z","updated_at":"2025-03-20T13:39:03.000Z","dependencies_parsed_at":"2022-08-24T05:31:48.121Z","dependency_job_id":null,"html_url":"https://github.com/philipperemy/Order-Book-Matching-Engine","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/philipperemy/Order-Book-Matching-Engine","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/philipperemy%2FOrder-Book-Matching-Engine","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/philipperemy%2FOrder-Book-Matching-Engine/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/philipperemy%2FOrder-Book-Matching-Engine/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/philipperemy%2FOrder-Book-Matching-Engine/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/philipperemy","download_url":"https://codeload.github.com/philipperemy/Order-Book-Matching-Engine/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/philipperemy%2FOrder-Book-Matching-Engine/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":271590410,"owners_count":24786219,"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","status":"online","status_checked_at":"2025-08-22T02:00:08.480Z","response_time":65,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"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":["book","finance","order","trading","trading-api"],"created_at":"2024-10-03T10:54:01.491Z","updated_at":"2025-08-22T05:32:23.149Z","avatar_url":"https://github.com/philipperemy.png","language":"Java","funding_links":[],"categories":[],"sub_categories":[],"readme":"## Order Book Matching Engine (Low Latency)\n\nLatency to match an order with a thick order book: *~1us*.\n\nNo dependencies required (except Java).\n\n### Example\n\n```java\nOrderBookEngine engine = new OrderBookEngine();\n// Bid\n// \u003c99.95, 100\u003e\n//\u003c99.90, 50\u003e\n//\u003c99.85,50\u003e\nengine.onOrder(99.95, 100, OrderBookEngine.Side.BUY);\nengine.onOrder(99.90, 50, OrderBookEngine.Side.BUY);\nengine.onOrder(99.85, 50, OrderBookEngine.Side.BUY);\n\n// Ask\n// \u003c100.00, 1000\u003e\n// \u003c100.05, 50\u003e\n// \u003c100.10, 90\u003e\nengine.onOrder(100.0, 1000, OrderBookEngine.Side.SELL);\nengine.onOrder(100.05, 50, OrderBookEngine.Side.SELL);\nengine.onOrder(100.10, 90, OrderBookEngine.Side.SELL);\n\nengine.printOrderBook();\n\nengine.onOrder(99.97, 1, OrderBookEngine.Side.BUY);\nengine.onOrder(100.0, 1, OrderBookEngine.Side.BUY);\n\nengine.printOrderBook();\nSystem.out.println(engine.getBBO());\n```\n\n```\n___ ORDER BOOK ___\nAsks:\n90 @ 100.1\n50 @ 100.05\n999 @ 100.0\nBids:\n1 @ 99.97\n100 @ 99.95\n50 @ 99.9\n50 @ 99.85\n_________________\nBBO{bid_price=99.97, bid_quantity=1.0, ask_price=100.0, ask_quantity=999.0}\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fphilipperemy%2Forder-book-matching-engine","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fphilipperemy%2Forder-book-matching-engine","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fphilipperemy%2Forder-book-matching-engine/lists"}