/fieldfresh-matching-engine

MATE (matching engine)

Primary LanguagePython

Installation

  1. make sure you have gurobi, see below for gurobi install
  2. make a new virtual environment (if you want) and activate it
  3. run pip install .

Usage

  • To run MATE (the matching engine service), run: tomodachi run service/app.py
  • To create a matching engine testcase see tests/
  • To run an end-to-end test, make sure the API is up and run: tomodachi run service/app_tester.py

Gurobi Installation

  1. Create an account or login to your account and download here: https://www.gurobi.com/downloads/gurobi-software/
  2. check that you have the grbgetkey command in your terminal
  3. Get a free academic license key here: https://www.gurobi.com/downloads/free-academic-license/
  4. run the grbgetkey ... command with your license key, note where you save the downloaded license file
  5. set the environment variable GRB_LICENSE_FILE=/path/to/gurobi.lic
  6. run pip install -i https://pypi.gurobi.com gurobipy