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: about 2 months ago
JSON representation

A fast price-time-quantity limit order book (LOB) matching engine written in Rust

• Host: GitHub
• URL: https://github.com/jmcph4/ironlobe
• Owner: jmcph4
• License: mit
• Created: 2019-11-15T08:39:52.000Z (about 5 years ago)
• Default Branch: master
• Last Pushed: 2024-08-29T18:37:11.000Z (4 months ago)
• Last Synced: 2024-08-29T20:35:04.246Z (4 months ago)
• Topics: auctions-simulation, limit-order-book, market, matching-engine, order-book, price-time-quantity
• Language: Rust
• Size: 39.1 KB
• Stars: 12
• Watchers: 5
• Forks: 0
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

Awesome Lists containing this project