uMatch is a simple matching engine, which simulates the exchange functionality. uMatch uses the widely-popular QuickFIX FIX messaging engine to get Order messages in and to give out Market Data over FIX.
- Works on FIX version 4.2
- Supports basic FIX messages NewOrderSingle, OrderCancelReplaceRequest, OrderCancelRequest
- Supports Market, Limit, Stop and Stop Limit order types
- Option to take market data on UDP or via a FIX session
- It can be used as a dummy exchange to test trading products.
- Can be used a matching engine for running a Bitcoin or betting exchange etc
uMatch depends on the following libraries:
- Boost 1.51.0+
- QuickFIX (and libxml2)
- CMake 2.6+
$ mkdir build
$ cmake ..
$ make
uMatch, a simplified exchange matching engine
Copyright (C) 2015 uTrade Solutions Pvt Ltd
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU Affero General Public License as
published by the Free Software Foundation, either version 3 of the
License, or (at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU Affero General Public License for more details.
You should have received a copy of the GNU Affero General Public License
along with this program. If not, see <http://www.gnu.org/licenses/>.
Pull Requests and Bug reports are welcome via Github.