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https://github.com/jmcph4/ironlobe

A fast price-time-quantity limit order book (LOB) matching engine written in Rust
https://github.com/jmcph4/ironlobe

auctions-simulation limit-order-book market matching-engine order-book price-time-quantity

Last synced: 7 months ago
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A fast price-time-quantity limit order book (LOB) matching engine written in Rust

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# Ironlobe #

Ironlobe is a fast price-time-quantity limit order book (LOB) matching engine written in Rust.