enewhuis / liquibook

Modern C++ order matching engine

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Use it with an existing project to process orders from MySQL database ?

KabDeveloper opened this issue · comments

Hi,

I have a custom MySQL database structure, is there a way to adapte your awesome work to match my database ?

If yes, approximativally what is the expected processing performance per second ?

Thank you

@jrw972 First thank you for your answer.

Who is he/she please ?

commented

@enewhuis Hi ! Is there a way to combine your work using a REDIS database or MySQL ?

First of all, what database are you using to store orderbook ?

Thank you

commented

@enewhuis Thank you for your answer ! Really appreciated.

Since my level on C++ is limited, can you give some infos (Not a code or doing the work) but only hint on how it's possible to process it and make it using REDIS for example ? In other words, how to make it fetching orderbook from a REDIS database (I want just to identify the part of the code responsible to get the order book in order to launch the matching algo - Only nothing else).

Meanwhile, from where your code fetching the orderbook ? is it using a database or i am misunderstanding your answer ... sorry if so.

Thank you in advance for your time.

commented

@bcashier the C++ library maintains the order book in the local memory of the process that instantiates and runs the C++ templated classes. This is a build-your-own solution. Any loading from an external database would have to be done by hand by writing additional C++ code that interfaces to the database.

I am closing this issue since it is more of a confirmation of library intent rather than an actual issue/problem with Liquibook. Feel free to repost if you'd like more discussion.