A simulation of a trading engine, built to develop an understanding of and familiarity with coding in C++.
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I have become increasingly interested in quantitative development. Seeing that C++ is the industry standard, I wanted to develop an understanding of the language while familiarising myself with some financial concepts. I found a great course on Coursera for an object-oriented programming specialisation which assisted greatly in building this engine.
- a trading simulation with an order book, wallets, market stats, and a matching engine
- an implementation of a price-time priority matching algorithm with pro rata based partial order completion
- introduction to coding in C++
- a basic understanding of how exchanges work
- C++
After installing, compile the project
g++ --std=c++11 *.cpp -o <name-of-executable>- C++ (and probably an IDE to work in)
- a compiler for C++
- Clone the repo
git clone https://github.com/benhhack/cpp-trading-engine
- Make sure you have a C++ compiler installed.
While I might work more on this project, it was intended to dive head-first into C++ rather than be a robust product on its own. There may be some improvements here and there, but I'm looking forward to building more in C++ for finance.
Contributions are what make the open source community such an amazing place to learn, inspire, and create. Any contributions you make are greatly appreciated.
If you have a suggestion that would make this better, please fork the repo and create a pull request. You can also simply open an issue with the tag "enhancement". Don't forget to give the project a star! Thanks again!
- Fork the Project
- Create your Feature Branch (
git checkout -b feature/AmazingFeature) - Commit your Changes (
git commit -m 'Add some AmazingFeature') - Push to the Branch (
git push origin feature/AmazingFeature) - Open a Pull Request
Distributed under the MIT License. See LICENSE for more information.
Benjamin Hack - LinkedIn - [email protected]
Project Link: https://github.com/benhhack/cpp-trading-engine