{"repo":"joaquinbejar/OrderBook-rs","free":true,"listed":false,"github":"https://github.com/joaquinbejar/OrderBook-rs","clone":"git clone https://github.com/joaquinbejar/OrderBook-rs.git","description":"A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.","language":"Rust","stars":513,"topics":["high-frequency-trading","orderbook","orderbook-tick-data","price","rust","rust-lang","trading","tradingbot"],"license":"MIT","category":"trading","readme_excerpt":"High-Performance Lock-Free Order Book Engine A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures. Key Features - Lock-Free Architecture : Built using atomics and lock-free data structures to minimize contention and maximize throughput in high-frequency trading scenarios. - Multiple Order Types : Support for various order types including standard limit orders, iceberg orders, post-only, fill-or-kill, immediate-or-cancel, good-till-date, trailing stop, pegged, market-to-limit, and reserve orders with custom replenishment logic. - Thread-Safe Price Levels : Each price level can be independently and concurrently modified by multiple threads without blocking. - Advanced Order Matching : Efficient matching algorithm for both market and limit orders, correctly handling complex order types and partial fills. - Performance Metrics : Built-in statistics tracking for benchmarking and monitoring system performance. - Memory Efficient : Designed to scale to millions of orders with minimal memory overhead. Design Goals This order book engine is built with the following design principles: 1. Correctness : Ensure that all operations maintain the integrity of the order book, even under high concurrency. 2. Performance : Optimize for low latency and high throughput in both write-heavy and read","default_branch":null,"files":null,"tree":[],"storefront":"/r/joaquinbejar","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/joaquinbejar/OrderBook-rs/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."}