COME also known as C# Order Matching Engine is a very fast, robust and cross platform order matching engine which is capable of processing millions of orders per second.
It can accept and process a wide verity of orders such as Limit, Stop Limit, Market, Stop Market, Post Only, Day Only, Good till Cancelled, Immediate or Cancel, Fill or Kill in sub-microsecond time.
Moved from : https://github.com/kumarshekharroy/ME