matching-engine
A Rust service for matching spot orders with price-time priority. Each symbol is processed by one shard worker; clients connect through a binary protocol over TCP or Unix domain sockets.
Features
- Limit, market, stop-limit, stop-market, trailing-stop and iceberg orders; GTC, IOC, FOK and GTD.
- Fixed-point prices and quantities with eight decimal places.
- Per-symbol risk checks, order ownership, maker-only flags and optional self-trade prevention.
- Durable decisions, snapshots, session replay and idempotent mutation retries when WAL is enabled.
- TLS/mTLS, Prometheus metrics, health checks and authenticated trading halt/resume.
- Go client and Go, Python, TypeScript and Rust integration examples.
Build and run
Requires Rust 1.96 or newer. From the repository root:
cargo build --release --locked -p me-server --features tls
./target/release/me-server --config config.toml
The sample configuration listens on 127.0.0.1:9090 for trading and 127.0.0.1:9091 for HTTP, and stores journals under ./data/wal.
In another terminal:
curl --fail http://127.0.0.1:9091/ready
cd examples/go
go run . 127.0.0.1:9090
Use a fresh data directory for the example: order IDs and mutation request IDs are retained for recovery. For a remote deployment, configure TLS, a fixed shard count and persistent storage as described in the deployment guide.
Service boundaries
This is a single-node matching service. Account balances, reserved funds, settlement, replication and failover belong to the surrounding platform. Session IDs are bearer credentials, not account identities. Journals and retained mutation history grow with activity; online compaction and legacy journal migration are not implemented. The example clients do not implement full settlement or reconnect recovery.
No latency SLA is implied. Measure the complete durable path on your own storage and workload; engine microbenchmarks exclude network and synchronous journal costs.
Documentation
Project website · All projects by rekurt
The online handbook is built from docs/src:
- Quick start and configuration
- Wire protocol v2 and client integration
- Architecture, HTTP API and deployment/recovery
- Benchmarks, contributing and changelog
Build the handbook with mdbook build; generate Rust API documentation with cargo doc --workspace --no-deps --all-features --locked.
License
MIT, copyright nikita42 (rekurt).