Git Product home page Git Product logo

lightning-engine's Introduction

lightning-engine

一套高性能的、纯内存撮合的数字货币交易所撮合系统。lightning-engine未使用redis等其他组件来辅助撮合,而是专门针对撮合系统,实现了升序和降序排列的跳表。从性能上来讲,lightning-engine要远大于基于redis其他撮合系统。

lightning-engine通过gRPC接收请求(挂单、撤单等),挂单时只接收撮合需要的订单字段(价格、数量、类型、方向等,其他业务相关字段需上游服务缓存)。lightning-engine专注于盘口管理和撮合订单,具体的业务处理应由下游服务处理(补全订单字段落盘、成交单处理、用户资金处理等)。lightning-engine将成交单(包括撤销单)推送到MQ,下游服务订阅相应的Topic,进行相应的处理。

订单类型

订单类型 描述 lightning-engine lightning-engine-pro
GTC限价单 成交的部分立即成交,不能成交的部分挂在盘口 支持 支持
IOC限价单 成交的部分立即成交,不能成交的部分撤销 支持 支持
FOK限价单 若不能完全成交,则全部撤销 支持 支持
市价单 以对手价成交,不能成交的部分,撤销 支持 支持

接口

接口 版本 lightning-engine lightning-engine-pro
挂单 v1 支持 支持
撤单 v1 支持 支持
查询深度 v1 支持 支持

使用

cd cmd/match
go run main.go wire_gen.go

Contact Us

个人邮箱: [email protected]

lightning-engine's People

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.