A simple level 2 order book built in Rust.
You can find the order book in the engine folder.
Rust v1.51.0or higher
Run the tests
cargo t
Look at the documentation
cargo doc --open
Since it felt boring with an empty order book I've also created a simple cli. To use it, start a server in one terminal window and at least one client in another window.
Start a server
cargo r --bin server --release
Start a client
cargo r --bin client --release
The cli can be used to place bids and orders but not for traiding.
Here's a gif showing the cli with one server and three clients
cheerio