Galois

Introduction

Galois is an extremely high performance matching engine written in Rust, typically used for the crypto currency exchange service.

Galois use Event Sourcing pattern to handle tens of thousands of orders per second or even better, depending on the performance of persistence. Basic architecture is shown below.

                  core dump(disk)
                       ^
                       ^
                  +----------+
event(mysql)  >>  |  galois  |  >> match results(mysql)/best n price(redis)
                  +----------+
                       ^
                       ^
                query request(TCP)

If you would like to use Galois in your product, you should implement the order/user management known as broker, as well as the blockchain client to handle crypto coin withdraw/deposition.

Getting Started

Dependencies

MySQL: persist the events and output the match result
Redis: output the best n price of the orderbook

Build & Run

git clone git@github.com:uinb/galois.git
cd galois
cargo default nightly
cargo build --release

# init mysql
mysql -u {user_name} -p {database} < sql/init.sql

# start redis
redis-server

# modify the configuration file galois.toml before start
target/release/galois -c galois.toml

Galois is now waiting for the incoming events and execute.

Some of the Instructions

mysql-schema：f_id, f_cmd, f_status, f_timestamp

f_cmd(json)
    cmd: u32,    
    order_id: Option<u64>,
    user_id: Option<u64>,    
    base: Option<u32>,
    quote: Option<u32>,
    currency: Option<u32>,
    vol: Option<Decimal>,
    amount: Option<Decimal>,
    price: Option<Decimal>,
    base_precision: Option<u32>,
    quote_precision: Option<u32>,
    taker_fee: Option<Decimal>,
    maker_fee: Option<Decimal>,
    min_amount: Option<Decimal>,
    min_vol: Option<Decimal>,
    enable_market_order: Option<bool>,

ASK_LIMIT | BID_LIMIT =>
    require:            
      base,quote,user_id,order_id,price,amount;
      price/amount is positive;
      order_id exists;
      (base/quote) symbol exsits and open;
       
CANCEL =>
    require:
      base,quote,user_id,order_id;
      order_id exists;
      order_id belongs to user_id;
      (base/quote) symbol exsits and open;
            
TRANSFER_OUT | TRANSFER_IN => 
    require:
      user_id,currency,amount

License

Galois is licensed under Apache 2.0