bamdadd / trade-engine

Trade engine for an exchange (Order Matching)

Trade Engine for an exchange

Trade engine

Usage

(exchange.trade-engine/execute-order :buy 0.5 100 
    {:buy  []
                          :sell [{:size  1
                                  :price 100}
                                 {:size  1
                                  :price 100}]}

(exchange.trade-engine/execute-order :sell 0.5 100 
    {:buy  []
                          :sell [{:size  1
                                  :price 100}
                                 {:size  1
                                  :price 100}]}

License

Copyright © 2019 Bamdad Dashtban

This program and the accompanying materials are made available under the terms of the Eclipse Public License 2.0 which is available at http://www.eclipse.org/legal/epl-2.0.

This Source Code may also be made available under the following Secondary Licenses when the conditions for such availability set forth in the Eclipse Public License, v. 2.0 are satisfied: GNU General Public License as published by the Free Software Foundation, either version 2 of the License, or (at your option) any later version, with the GNU Classpath Exception which is available at https://www.gnu.org/software/classpath/license.html.