Summary
C++ order booking trading / matching engine
Dependencies
- OpenSSL
- RocksDB
- libevhtp: https://github.com/criticalstack/libevhtp
Building and installing
This uses the standard autotools pattern:
$ ./autogen.sh
$ CXXFLAGS="-O2 -Wall -g -I/usr/local/include/evhtp" ./configure
$ make # compile
$ make check # run tests
$ sudo make install # install on system
Interface
obsrv speaks JSON-RPC over HTTP.
Test client
A test client cli.js is available. Run ./cli.js help for a summary
of example commands:
$ ./cli.js help
Commands:
info Show server info
market.list Show all markets
market.add SYMBOL [booktype] Add new market
book SYMBOL [depth] Show order book
order order-id Show info on a single order
order.cancel order-id Cancel a single order
order.modify order-id Modify a single order
order.add [json order info] Add new order