This project simulates an order book for an arbitrary security. An order book is a list of open buy (bid) and sell (ask) orders showing a security's liquidity. Buy and sell orders are matched by price, quantity, and order time. This order book simulator offers comprehensive features for various use cases such as HFT (high-frequency trading) algorithm development, machine learning experiments, research, etc.
For a technical details, see Specification Document (SPEC.md).
- Order simulation
- Support for all order types
- Historical trade and order logging
- Order matching using common exchange rules (price-time priority)
- Fully customizable network configurations (client and server)
- Fully automated exchange simulation tool; N simulated traders
./orderBook -s <symbol_1> <symbol_2> ... <symbol_N> -p <port_number> -l
-s specifies the symbol list; creates an order book for each symbol; required; no default
-p specifies the port for the order book manager to listen on; optional; default=8080
-l is a flag for logging to console; optional; default=false
Ex: ./orderBook -s TEMP1 TEMP2 -p 5555 -l