trading_engine_rust
所属分类：金融证券系统
开发工具：Rust
文件大小：0KB
下载次数：0
上传日期：2023-07-06 21:03:38
上 传 者：
sh-1993
说明： 使用Rust开发了一个高性能交易引擎，将其强大的功能用于低级系统编程。该项目旨在处理实时数据处理和复杂算法交易策略，展示了Rust强大的内存安全保证和并发模型的熟练程度。
(Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to handle real-time data processing and complex algorithmic trading strategies, the project demonstrates proficiency in Rust s strong memory safety guarantees and concurrency model.)
文件列表:
Cargo.lock (11963, 2023-07-06)
Cargo.toml (233, 2023-07-06)
src/ (0, 2023-07-06)
src/main.exe (248832, 2023-07-06)
src/main.pdb (1544192, 2023-07-06)
src/main.rs (1016, 2023-07-06)
src/matching_engine/ (0, 2023-07-06)
src/matching_engine/engine.rs (1433, 2023-07-06)
src/matching_engine/mod.rs (34, 2023-07-06)
src/matching_engine/orderbook.rs (6246, 2023-07-06)
# **Rust Trading Engine**
This is a simple order-matching trading engine built in Rust programming language. The engine supports the creation of multiple markets (trading pairs) and allows for the placement of buy and sell orders.
Overview
The trading engine consists of the following main components:
OrderBook: Contains all the buy (Bid) and sell (Ask) orders in a market. Orders are divided into 'Bid' and 'Ask' orders, and are stored in separate HashMap collections, each associated with a specific price level.
Order: Represents a buy (Bid) or sell (Ask) order with a specific size (amount).
Limit: Groups all orders at a particular price level. Includes functions to fill orders and compute the total volume of orders at that limit level.
MatchingEngine: The core engine that executes trading operations. It maintains a collection of OrderBooks, one for each trading pair. Supports functions like adding a new market (a new trading pair), and placing limit orders.
TradingPair: Represents a pair of currencies that can be traded. The 'base' is the currency being bought or sold, and the 'quote' is the currency used as a reference for price.
The engine operates by constantly checking for matchable orders (i.e., a sell order and a buy order at the same price). When a match is found, the orders are "filled" and removed from the OrderBook. The engine uses Limit Orders to ensure trades are only executed at the limit price or better.
Usage
To run the trading engine, clone the repository and use Rust's cargo run command:
bash
$ git clone https://github.com/yourusername/rust-trading-engine.git
$ cd rust-trading-engine
$ cargo run
Please note you need to replace yourusername with your actual Github username.
Contributing
Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
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