rustkernel-orderbook
GPU-accelerated order book matching for high-frequency trading.
Kernels (1)
- OrderMatchingEngine - Price-time priority matching (<10us P99)
Features
- Price-time priority matching
- Support for limit and market orders
- Self-trade prevention
- Order book management with L2 snapshots
- Batch order processing
- Sub-10 microsecond P99 latency
Installation
Add to your Cargo.toml:
[]
= "0.1.0"
Usage
use *;
// Create an order matching engine
let engine = new;
// Process orders
let matches = engine.process;
License
Apache-2.0