https://github.com/alessandro-salerno/jlome
Java Light Order Matching Engine - A Java implementation of gavincyi/LightMatchingEngine
https://github.com/alessandro-salerno/jlome
hft high-frequency-trading order-execution order-matching order-matching-system securities trading
Last synced: 10 months ago
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Java Light Order Matching Engine - A Java implementation of gavincyi/LightMatchingEngine
- Host: GitHub
- URL: https://github.com/alessandro-salerno/jlome
- Owner: Alessandro-Salerno
- License: mit
- Created: 2023-05-11T17:20:17.000Z (about 3 years ago)
- Default Branch: main
- Last Pushed: 2023-05-13T22:52:29.000Z (about 3 years ago)
- Last Synced: 2025-04-04T02:11:37.959Z (over 1 year ago)
- Topics: hft, high-frequency-trading, order-execution, order-matching, order-matching-system, securities, trading
- Language: Java
- Homepage:
- Size: 24.4 KB
- Stars: 5
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# Java Light Order Matching Engine
A Java implementation of [gavincyi/LightMatchingEngine](https://github.com/gavincyi/LightMatchingEngine)
## Disclaimer
I'm just getting into the world of OMEs, ECNs and other trading-related systems, just for fun.
I found [gavincyi's Python implementation](https://github.com/gavincyi/LightMatchingEngine) and, after a bit of trubble with Python networking, I decided to port it to a language where I would have an easier time with sockets and websockets.
Just to be clear, **THIS IS NOT A COPY, NOR A ONE-TO-NE REPLICA OF THE ORIGINAL**. It has its own quarks and it's written in a fairly different manner, but it uses the same algorithm and presents a similar interface to the user.
## Build
JLOME uses Maven as its build system. Though you should be able to build it without maven as its not a complex codebase and has no external dependencies.
## Credits
* [gavincyi](https://github.com/gavincyi)
## Learning material
* [The original Python implementation](https://github.com/gavincyi/LightMatchingEngine)
* [Understanding Order Execution on Investorpedia](https://www.investopedia.com/articles/01/022801.asp)
* [Order Matching Systems on Wikipedia](https://en.wikipedia.org/wiki/Order_matching_system)
* [Electronic Communication Network on Wikipedia](https://en.wikipedia.org/wiki/Electronic_communication_network)