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