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https://github.com/pranav-bot/rust-trading-engine
This project is an implementation of a basic order book for a trading system, written in Rust.
https://github.com/pranav-bot/rust-trading-engine
rust rust-lang trading-engine
Last synced: 3 days ago
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This project is an implementation of a basic order book for a trading system, written in Rust.
- Host: GitHub
- URL: https://github.com/pranav-bot/rust-trading-engine
- Owner: pranav-bot
- Created: 2024-05-20T10:47:09.000Z (7 months ago)
- Default Branch: main
- Last Pushed: 2024-05-28T13:31:14.000Z (7 months ago)
- Last Synced: 2024-11-05T18:28:23.812Z (about 2 months ago)
- Topics: rust, rust-lang, trading-engine
- Language: Rust
- Homepage:
- Size: 9.77 KB
- Stars: 1
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Order Book
This project implements an order book and a matching engine for managing and matching buy (bid) and sell (ask) orders in a financial market.
## Project Structure
```
order_book/
├── src/
│ ├── main.rs
│ ├── matching_engine/
│ │ ├── mod.rs
│ │ ├── orderbook.rs
│ │ └── engine.rs
├── Cargo.toml
└── README.md
```
### Main Components
- **main.rs**: The entry point of the application.
- **matching_engine/mod.rs**: The module declaration for the matching engine.
- **matching_engine/orderbook.rs**: Contains the `OrderBook`, `Order`, `Limit`, `Price`, and `BidOrAsk` enums.
- **matching_engine/engine.rs**: Contains the `MatchingEngine` and `TradingPair` structs.
## Getting Started
### Prerequisites
Ensure you have [Rust](https://www.rust-lang.org/tools/install) installed.
### Running the Application
1. Clone the repository:
```bash
git clone https://github.com/yourusername/order_book.git
cd order_book
```
2. Build and run the application:
```bash
cargo run
```
## Code Overview
### main.rs
```rust
mod matching_engine;
use matching_engine::engine::{MatchingEngine, TradingPair};
use matching_engine::orderbook::{Order, OrderBook, BidOrAsk};
fn main() {
let buy_order = Order::new(BidOrAsk::Bid, 5.5);
let mut orderbook = OrderBook::new();
orderbook.add_order(4.4, buy_order);
//println!("{:?}", orderbook);
let mut engine = MatchingEngine::new();
let pair = TradingPair::new("BTC".to_string(), "USD".to_string());
engine.add_new_market(pair.clone());
let buy_order = Order::new(BidOrAsk::Bid, 5.5);
engine.place_limit_order(pair, 10.000, buy_order).unwrap();
}
```
This is the entry point of the application where:
- An `OrderBook` is created, and a buy order is added.
- A `MatchingEngine` is initialized, and a new market (trading pair) is added.
- A buy order is placed in the matching engine's order book for the specified trading pair.
### matching_engine/orderbook.rs
Defines the `OrderBook` and related structures:
- **BidOrAsk**: Enum to differentiate between bid (buy) and ask (sell) orders.
- **OrderBook**: Struct managing `bids` and `asks` at various price levels.
- **Order**: Struct representing an order with size and type (bid or ask).
- **Limit**: Struct grouping orders at a specific price.
- **Price**: Struct for precise price representation, split into integral and fractional parts.
### matching_engine/engine.rs
Defines the `MatchingEngine` and `TradingPair`:
- **TradingPair**: Struct representing a trading pair (e.g., BTC/USD).
- **MatchingEngine**: Struct managing multiple order books for different trading pairs.
- `add_new_market`: Adds a new trading pair to the matching engine.
- `place_limit_order`: Places a limit order in the order book for the specified trading pair.
### matching_engine/mod.rs
Module declaration to include `orderbook` and `engine` modules.
```rust
pub mod orderbook;
pub mod engine;
```
## Example Usage
```rust
fn main() {
let mut engine = MatchingEngine::new();
let pair = TradingPair::new("BTC".to_string(), "USD".to_string());
engine.add_new_market(pair.clone());
let buy_order = Order::new(BidOrAsk::Bid, 5.5);
engine.place_limit_order(pair, 10.000, buy_order).unwrap();
}
```
This example initializes the matching engine, adds a new market (BTC/USD), and places a buy order at a specific price.
## Contributing
Feel free to submit pull requests or open issues to improve the project.
---
This README provides an overview of the project, how to get started, and a brief explanation of the main components and their functionalities.