matching-engine

Implementation of an order matching engine

Note

The project is still in development. The project is unstable and lacks proper testing. PLEASE DON'T USE IN PRODUCTION until tests are complete and first version is released.

Desc

The project is inspired from exchange-core. The goal is to port that project in Golang then add new features like write-only-read-only instances. Integration with blockchain wallets is on the plan too.

TODO

• exchange-core TODO.
• side effect of java classes overriden Equals, hashCode, and compareTo. proper handling in Golang code base
• orderbook, orderbucket, and other packages have concurrency issues like race conditions.
• apply clean-code and naming conventions
• Add documentation for GTC, IOC, FOK, ReduceOrder
• Proper risk handling, balance handling, auth in upper levels
• Use different instanes for calling UserOrders of orderbook and other poor performance operations. add to doc
• Move min(int64, int64) to proper scope.
• Fix project logging.
• Recover from panics.
• debugging config of orderbook