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使用go开发的高性能交易撮合引擎,适用于买卖双方各自报价,按价格优先、时间优先的顺序成交,对买卖双方订单进行撮合的场景。撮合引擎实时输出委托深度、最新价格等数据,方便快速开发集成到交易系统。
This project forked from yzimhao/trading_engine
使用go开发的高性能交易撮合引擎,适用于买卖双方各自报价,按价格优先、时间优先的顺序成交,对买卖双方订单进行撮合的场景。撮合引擎实时输出委托深度、最新价格等数据,方便快速开发集成到交易系统。
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