Rust-based Cryptocurrency Matching Engine

Introduction

This Rust project implements a cryptocurrency trading matching engine. It features a matching engine for trade orders, an order book to manage bids and asks, and supports trading pairs like BTC/USD. This system is designed for financial trading platforms that require efficient and accurate order matching.

Installation and Setup

To install and set up this project, ensure you have Rust installed on your system. Clone the repository and install the required dependencies, including rust_decimal.

# Clone the repository
git clone https://github.com/ayushguptacse14/Rust-Orderbook.git

# Navigate to the project directory
cd Rust-Orderbook

# Build the project
cargo build

Usage

To use the application, start by initializing the matching engine and order book. Then, create a trading pair, such as BTC to USD, and process orders through the engine.

# Run the project
cargo run

// Initialize the matching engine
let mut engine = MatchingEngine::new();

// Create a trading pair
let pair = TradingPair::new("BTC".to_string(), "USD".to_string());

// Place a limit order using the matching engine
let buy_order_from_ayush = Order::new(1, BidOrAsk::Bid, 7.5);
let sell_order_from_ayush = Order::new(3, BidOrAsk::Ask, 5.0);

engine.place_limit_order(pair.clone(), dec!(10.0), buy_order_from_ayush).unwrap();
engine.place_limit_order(pair.clone(), dec!(11.5), sell_order_from_ayush).unwrap();

// Delete a limit order using the matching engine
engine.delete_limit_order(pair.clone(), dec!(10.0), 1).unwrap();

// Market order functionality
let mut market_buy_order = &mut Order::new(5, BidOrAsk::Bid, 1.0);
engine.place_market_order(pair.clone(), market_buy_order);

let mut market_sell_order = &mut Order::new(6, BidOrAsk::Ask, 2.0);
engine.place_market_order(pair.clone(), market_sell_order);

Code Structure

• engine.rs: Defines the MatchingEngine and TradingPair structures. The MatchingEngine handles the logic for matching buy and sell orders, while TradingPair represents a pair of currencies in a trade.
• orderbook.rs: Contains the Orderbook structure and BidOrAsk enums. The Orderbook manages lists of bids and asks, and includes methods for order processing.
• main.rs: The main entry point of the application. It demonstrates initializing the matching engine, setting up an order book, and creating a BTC/USD trading pair.

Design Doc

• System Design Docs are available here