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FirstArtaxer/komatch
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A simple trade orders matching engine for a crypto exchange implemented in Kotlin using coroutines and channels.
This sample supports limit buy and sell orders and matches them concurrently.
It uses the Price/Time algorithm (First-in-First-out) or the Pro-Rata algorithm via a system property.
To run the application using the Pro-Rata algorithm:
java -Dmatching.algorithm=PRO_RATA -jar komatch.jar
importcom.yourusername.matchingengine.*importkotlinx.coroutines.runBlockingimportkotlinx.coroutines.delayfunmain()= runBlocking {val engine=MatchingEngine() engine.start() engine.addOrder(Order(1,OrderType.BUY,100.0,10.0)) engine.addOrder(Order(2,OrderType.SELL,100.0,5.0))// delay for the matching engine to process orders delay(100)val matchedOrders= engine.getMatchedOrders()println(matchedOrders)// Output: [(Order(id=1, type=BUY, price=100.0, quantity=5.0), Order(id=2, type=SELL, price=100.0, quantity=5.0))] engine.stop()}