Matching-Engine

A simple matching engine that I intended to build while learning C++ development

Requirements

• CMake ≥ Version 3.16
• A C++ compiler (I use GNU g++)
• Ubuntu-22.04 and python3

Build Instructions

• Depending on use case, see run.sh or run ./run.sh --help for details

Design Requirements and Choices

Order Book

• Organize and display all buy and sell orders for an asset in real-time

Bid

• Track all buying orders
• Organize all buying orders from highest to lowest

Ask

• Track all selling orders
• Organize all selling orders from lowest to highest

Matching Algorithm

FIFO

• Prioritize orders by 1. best price and 2. order timing (if 2 orders have the same price, the one arrived earliest gets executed).

Resources

1. https://quadcode.com/blog/matching-engine-what-is-it-and-how-does-it-work