OrderBook-rs
Unverified Other strategy on Multi by joaquinbejar. BotFinder score 18 out of 100.
A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading system
Source: github
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OrderBook-rs
High-Performance Lock-Free Order Book Engine A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures. Key Features - Lock-Free Architecture: Built using atomics and lock-free data structures to minimize contention and maximize throughput in high-frequency trading scenarios. - Multiple Order Types: Support for various order types including standard limit orders, iceberg orders, post-only, fill-or-kill, immediate-or-cancel, good-till-date, trailing stop, pegged, market-to-limit, and reserve orders with custom replenishment logic. Trailing stops (specialorders) are held off book, trail the last trade price and execute as market orders when the last trade crosses them. - Thread-Safe Price Levels: Each price level can be independently and concurrently modified by multiple threads without blocking. - Advanced Order Matching: Efficient matching algorithm for both market and limit orders, correc
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