π¦ Rust Matching Engine
A minimal matching engine prototype written in Rust. It includes a simple orderbook, price levels, limit orders, and basic matching logic.
Features
Bids & asks stored in separate price-level maps
Add limit orders to the orderbook
Market order filling (partial & multi-order)
MatchingEngine supporting multiple trading pairs
Example usage in main.rs
Unit tests for order matching
π Structure src/ βββ main.rs βββ matching_engine/ βββ mod.rs βββ engine.rs βββ orderbook.rs
π§ͺ Tests cargo test