NguyenHiu / Limit-Order-Book

Limit Order Book

This project simulates an exchange based on the Limit Order Book (LOB) in both off-chain and on-chain.

These models are used to analyze attributes of exchange based on LOB, such as the number of matched orders, the number of orders per second, total gas fee, total profit,... Currently, I only get the number of fulfilled orders (NoFulfillOrders), you can add what you want in the lob module (offchain) or listener module (onchain).

How to run?

$ go run . <filename> <is-offchain>

• filename is the path to order file
• is-offchain to determine the lob you wanna use to run

e.g.

$ go run . ./data/sample_orders.json false

Missing dependencies?

1. Re-generate LOB onchain contract

You can use the contracts/generate_docker.sh to generate the LOB.go file automatically from LOB.sol contract.

Note that: you must have the ethereum/solc:0.8.24 docker installed in your machine

2. Openzeppelin contracts

Don't forget the openzeppelin contracts in contracts folder, you can pull the repo manually from github.com/openzeppelin-contracts.