A general purpose exchange engine written in Node.js. Minimum functionality has been implemented, however, more features & documentation are planned.
Current Implemented Features
- Limit Orders
- Market Orders
- FIFO Order Matching
The benchmarks below were done with a MPBr 2.3 GHz Intel Core with a randomized order adding and execution. See benchmark.js for more details. As expected, performance depends on how many limit orders are sitting in the books. I plan on publishing a more formal benchmark report later. A Transaction is a new limit or market order added to the book that may result in a trade.
- Node.js + npm
git clone https://github.com/hyobyun/exchangeengine.git
- cd to the repository directory exchangeengine