xschange

An extreme simple "Trade matching engine" with Golang.

A trade matching engine is the core software and hardware component of an electronic exchange. It matches up bids and offers to complete trades. Matching engines use one or several algorithms to allocate trades among competing bids and offers at the same price.

-- http://marketswiki.com/wiki/Trade_matching_engine

Work in progress. Just for Fun.

Get start

Method A: Go1.11 module

Install Dependecies

trun on Go1.11 module support:

export GO111MODULE=on

get modules:

go mod download

Run

go run main.go

Method B: docker

# https://hub.docker.com/r/emj365/xschange/
docker run -p 8000:8000 xschange

Run test

Install dependencies

go install github.com/onsi/ginkgo/ginkgo

Run

$ ginkgo -r

Running Suite: Xschange Models
==============================
Random Seed: 1544674849
Will run 5 of 5 specs

•••••
Ran 5 of 5 Specs in 0.000 seconds
SUCCESS! -- 5 Passed | 0 Failed | 0 Pending | 0 Skipped
PASS

Ginkgo ran 1 suite in 1.124721406s
Test Suite Passed

Demo with curl

curl localhost:8000/orders -d '{"userId":0, "selling":true, "quantity": 3, "price":10}'; sleep 0.1
curl localhost:8000/orders -d '{"userId":1, "selling":false, "quantity": 1, "price":11}'; sleep 0.1
curl localhost:8000/orders -d '{"userId":1, "selling":false, "quantity": 1, "price":11}'; sleep 0.1
curl localhost:8000/orders -d '{"userId":1, "selling":false, "quantity": 2, "price":11}'; sleep 0.1

it returns:

{"userID":0,"selling":true,"quantity":3,"remain":3,"price":10,"createAt":1544700262}
{"userID":1,"selling":false,"quantity":1,"remain":0,"price":11,"createAt":1544700262}
{"userID":1,"selling":false,"quantity":1,"remain":0,"price":11,"createAt":1544700262}
{"userID":1,"selling":false,"quantity":2,"remain":1,"price":11,"createAt":1544700262}

the final screen in server logs:

2018/12/14 14:49:16 orders: &[0xc0000b23c0 0xc00013c0a0 0xc0000b2550 0xc0000b2780]

2018/12/14 14:49:16 orders[0]: {0 true 3 0 10 [] 1544770156008362000}
2018/12/14 14:49:16 orders[1]: {1 false 1 0 11 [0xc00015a040] 1544770156130807000}
2018/12/14 14:49:16 orders[1].Matchs[0]: {0xc0000b23c0 1 10}
2018/12/14 14:49:16 orders[2]: {1 false 1 0 11 [0xc000098680] 1544770156253797000}
2018/12/14 14:49:16 orders[2].Matchs[0]: {0xc0000b23c0 1 10}
2018/12/14 14:49:16 orders[3]: {1 false 2 1 11 [0xc000098780] 1544770156376116000}
2018/12/14 14:49:16 orders[3].Matchs[0]: {0xc0000b23c0 1 10}
2018/12/14 14:49:16 users[0]: {97 130}
2018/12/14 14:49:16 users[1]: {103 70}