Order Matching Simulator

Brief Introduction

This project implemented a simple order matching engine which support the insertion and cancellation of both Market Order and Limit Order and self-trade prevention.

The following self-trade prevention policies are supported:

CANCEL_PASSIVE
CANCEL_ACTIVE
CANCEL_BOTH

All the functionalities are tested through unit test.

Requirements

C++ 17 or above
CMake 3.14.0
GCC/G++ 9 or Clang/Clang++ 13
GoogleTest

Development Environment

Ubuntu 20.04.2 LTS (Focal Fossa)

Build and Install

mkdir build 
cd build && cmake ..
make install -j 8

Run the test cases