Matching Engine

This project is a prototype for a matching engine developed in Rust.

Table of Contents

• Installing Rust
  • macOS
  • Ubuntu
• Running
• Configuration
• Endpoints
  • GET /
  • GET /trades
  • POST /orders
  • GET /metrics

Installing Rust

It is recommended to use Rustup. Rustup is a service which allows maintaining different versions of the Rust toolchain.

macOS

To install it on macOS using Homebrew:

brew install rustup

Afterwards, run

rustup-init

and use the default settings.

Ubuntu

On Ubuntu, you can use:

curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

Follow the default settings.

Running

In order to run the matching engine locally, you can use Cargo. Cargo should be installed by Rustup.

cargo run

If everything built successfully, you should be able to see an empty order book when navigating to http://127.0.0.1:3000.

Configuration

Use the environment or a .env file to configure the matching engine.

To get started, you can use the .env.dist file:

cp .env.dist .env

All available options can be seen in the Config struct.

Endpoints

These are the available endpoints. They all accept and provide data in JSON.

GET /

Returns the current order book.

GET /trades

Returns all made trades.

POST /orders

Opens a new order with the following structure:

{
  "price": 21,
  "quantity": 250,
  "side": "Sell"
}

GET /metrics

Provides Prometheus metrics.