go-trader

A financial exchange written in Go. Uses quickfixgo for client/server communication. Uses UDP multicast for market distribution.

The client offers a command line GUI, "market maker", and a "playback".

The exchange itself has a bare bones web interface, that uses web sockets to provide real-time book updates.

The exchange is designed to allow for easy back-testing of trading strategies.

It was primarily developed to further my knowledge of Go and test its suitability for high-performance financial applications.

install

go get github.com/robaho/go-trader

go install github.com/robaho/go-trader/cmd/exchange

go install github.com/robaho/go-trader/cmd/client

go install github.com/robaho/go-trader/cmd/marketmaker

go install github.com/robaho/go-trader/cmd/playback

cd $GOPATH/src/github.com/robaho/go-trader/cmd

exchange &

marketmaker -symbol IBM

client

access full book (use guest/password to login)

localhost:8080/api/book/SYMBOL

Add more REST api methods

Ability to add instruments on the fly

Support instruments other than equities (options, futures, spreads, etc.)

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	.idea
	cmd
	configs
	doc
	internal/exchange
	pkg
	web
	README.md
	go-trader.iml