manhluna / exchangeengine

A market exchange engine with order matching created in Node.js

Exchange Engine

A general purpose exchange engine written in Node.js. Minimum functionality has been implemented, however, more features & documentation are planned.

Current Implemented Features

• Limit Orders
• Market Orders
• FIFO Order Matching

Benchmarking

The benchmarks below were done with a MPBr 2.3 GHz Intel Core with a randomized order adding and execution. See benchmark.js for more details. As expected, performance depends on how many limit orders are sitting in the books. I plan on publishing a more formal benchmark report later. A Transaction is a new limit or market order added to the book that may result in a trade.

Book Size	Transactions/Second
100	219,257
500	56,879
1,000	26,894
10,000	2,171

Dependencies

• Node.js + npm

Installation

1. git clone https://github.com/hyobyun/exchangeengine.git
2. cd to the repository directory exchangeengine cd exchangeengine
3. npm install

Unit test

npm test