https://github.com/smercer10/broka

Hybrid order book implementation.
https://github.com/smercer10/broka

cmake cpp gtest order-book

Last synced: 7 months ago
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Hybrid order book implementation.

• Host: GitHub
• URL: https://github.com/smercer10/broka
• Owner: smercer10
• License: mit
• Created: 2024-07-27T22:52:40.000Z (almost 2 years ago)
• Default Branch: main
• Last Pushed: 2024-07-30T19:03:28.000Z (almost 2 years ago)
• Last Synced: 2025-05-25T01:43:54.887Z (about 1 year ago)
• Topics: cmake, cpp, gtest, order-book
• Language: C++
• Homepage:
• Size: 52.7 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# Broka

Broka is a multithreaded C++ order book implementation that supports numerous order types. It was created as a learning project, and is certainly **not** intended for consequential use.

[![MIT License](https://img.shields.io/badge/License-MIT-green.svg)](https://github.com/smercer10/broka/blob/main/LICENSE)

[![GitHub Actions Workflow Status](https://img.shields.io/github/actions/workflow/status/smercer10/broka/ci.yml?label=CI)](https://github.com/smercer10/broka/actions/workflows/ci.yml)

## Functionality

The primary API supports the following actions:

- Place an order

- Cancel an order

- Modify an order

- Retrieve basic order book data (e.g., total number of outstanding orders, quantity at each side/price level)

## Order Types

Five order types are currently supported:

- Day (not well-tested)

- Fill or kill

- Good 'til cancelled

- Immediate or cancel

- Market

## Build Locally

### Prerequisites

- C++20 compiler

- CMake 3.20 (can probably use 3.12+ but only 3.20 has been tested)

- Make (any recent version should be fine)

### Commands

- Build the CMake targets:

```bash

make

```

- Run the tests:

```bash

make test

```

- Clean the build directory:

```bash

make clean

```