TechieBoy/rust-orderbook

Limit Order book and matching engine in Rust.

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Rust Orderbook.

Limit Orderbook written in Rust. Only supports limit orders. Price time priority. In an orderbook with 1 million orders, can match a single order in about 10 microseconds.

For more info, look at my blog post here: Porting a Python Limit Orderbook to Rust

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TechieBoy

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