SEOSaE -> Stock Exchange Orderbook Simulator and Engine (light)
Start application with cargo run
By default, app will start as a Simulation with randomly generated orders.
If you want to import your own data use data.csv file and change ORDERS_FROM_FILE to true.
You are able to manipulate some constant variables like:
STANDARD_DEVIATION- the higher the less matchingsREFRESH_FREQUENCY- (it's not really frequency): specifies the time between refreshes in millisecondsSTARTING_LOWEST_ASKandSTARTING_HIGHEST_BID(LA, HB) - best if the difference not bigger than 0.2SHOW_FULL_ORDER_BOOK- Instead of showing all amount for one price (sum of all amount from one price),iftrueit will show all orders not suming up amounts.DEBUG_MODE- if true, will print more info in stdoutORDERS_FROM_FILE- If true, the generator will not work and the program will only process data given in data.csv file.