/matching-engine

Command line mock market program to match BUY and SELL offers

Primary LanguageC++MIT LicenseMIT

Matching Engine

Command line mock market program to match BUY and SELL offers

How to Use

  • Note: This project does not have any shipped releases yet
  • Note: No support on Windows
  • Install CMake 3.29.3 or newer
  • Run Build Script: ./cmake.sh
  • Start Program: ./manualtesting
  • Buy Order Format: BUY (GFD or IOC) (price) (amount) (order ID)
  • Buy Order Example: BUY GFD 1000 5 order1
  • Sell Order Format: SELL (GFD or IOC) (price) (amount) (order ID)
  • Sell Order Example: SELL IOC 1000 3 order2
  • End Program and print remaining unfilled orders: PRINT

Developer Build Instructions

  • Note: The test suite needs Catch2 v3 installed to build and run the tests
  • Note: The build system needs CMake version 3.29.3 or newer installed to build the project
  • Note: No support on Windows
  • Build Script: ./cmake.sh
  • Manual Test Script: ./manualtesting.sh
  • Run Test Suite Script: ./tests.sh

Acronyms

  • GFD == Good for Day
  • IOC == Insert Or Cancel