virtual stock exchange

Features

• C++ orderbook and matching engine
• Python trading interface
• C++ build is fully automated from fetching grpc/protoc to compiling protobufs
• Communication between the backend and python interface is done using grpc

Setup

Clone repo

git clone https://github.com/6mp/exchange/
cd exchange

Building and running orderbook server:

mkdir build
cd build
cmake ..
make

./engine

Running python visualizer:

1. Ensure orderbook is already running

cd interface
chmod +x ./run.sh
./run.sh