Simple Matching Engine
Simple Matching Engine is a lightweight matching engine. Matches up buy and sell orders for market/limit orders.
Installation
clone the project
https://github.com/MJP32/MatchingEngine.gitUsage
run matching/SimpleMatchingEngine.java
needs two input files
- input/orders.csv
- input/symbols.csv
output will be in 3 files
- output/results/orderbook.txt
- output/results/rejected.txt
- output/results/trades.txt
Nice to add
Read Input from stream
Add more unit tests
Contributing
Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
Please make sure to update tests as appropriate.