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Low Latency Trade Engine in Rust

This repository contains a low-latency trade engine implemented in Rust. The engine supports limit and market orders and has been optimized for performance.

Features

  • Limit Orders: Place orders at a specific price level.
  • Market Orders: Execute orders at the best available price.
  • High Performance: Designed for low latency.
  • Testable: Includes configuration for running tests.

Installation and Usage

Prerequisites

  • Ensure you have Rust installed on your system. You can install Rust using rustup.
curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
  • Install Git if not already installed.

Clone the Repository

To clone this repository, use the following command:

git clone <REPO_URL>

Build the Project

Navigate to the cloned directory and build the project using cargo:

cd low_latency_trade_engine
cargo build --release

Run Tests

To ensure the engine is functioning correctly, run the tests:

cargo test

Example Usage

The trade engine code can be tested by running the provided tests under #[cfg(test)]. To view test cases and examples, check the src directory.