A C# price-time order book matching engine.
The OrderBook.Server and OrderBook.ServerEndpoint projects make use of Microsoft Message Queue (MSMQ) Server. To enable this Windows feature, run OptionalFeatures at a command prompt and look for MSQM.
OrderBook.Server contains the order book (the list of orders). Clients connect to OrderBook.ServerEndpoint, which transmits orders to the OrderBook.Server and broadcast notifications to clients. Clients never connect directly to OrderBook.Server for security and load concerns.
The OrderBook.Server queue expects to recieve messages of type Order and sends messages of type ProcessedOrder.