{"repo":"GOnevo/matchingo","free":true,"listed":false,"github":"https://github.com/GOnevo/matchingo","clone":"git clone https://github.com/GOnevo/matchingo.git","description":"Incredibly fast matching engine for HFT written in Golang","language":"Go","stars":40,"topics":["cryptocurrency","matching","orderbook"],"license":"MIT","category":"blockchain-web3","readme_excerpt":"Matchingo Incredibly fast matching engine for HFT written in Golang Features - supports MARKET , LIMIT , STOP-LIMIT , OCO order types - supports time-in-force ( GTK , FOK , IOC ) parameters for LIMIT orders - does not use shopspring/decimal for higher performance - uses lite decimal for price and quantity arguments - well tested code Order quantity It is very important! Each SYMBOL is combination of BASE and QUOTE currencies. For example, BTC/USD where BTC is BASE currency, USD is QUOTE currency. Each order MUST HAVE quantity parameter but pay attention : for MARKET BUY orders you have pass QUOTE quantity . Examples for BTC/USD symbol: - for MARKET SELL order 10 BTC, you have to pass quantity=10 - for MARKET BUY order 10 BTC, you have to pass maximum quantity of USD for attempt to buy 10 BTC This may seem inconvenient, but it is a precautionary measure for double spending : when a user places a MARKET BUY in asynchronous way, you will be able to freeze the correct quantity on his balance. Installation Usage Decimal Matchingo works with fpdecimal values, so feel free to use: - matchingo.FromInt(number int) - matchingo.FromFloat(number float64) Order instance initialization parameters - matchingo.NewMarketOrder(orderID string, side Side, quantity fpdecimal.Decimal) - matchingo.NewLimitOrder(orderID string, side Side, quantity, price fpdecimal.Decimal, tif TIF, oco string) - matchingo.NewStopOrder(orderID string, side Side, quantity, price, stop fpdecimal.Decimal, oco string) oc","default_branch":null,"files":null,"tree":[],"storefront":"/r/GOnevo","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/GOnevo/matchingo/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}