Cryptocurrency Matching Engine
Abstract
The Cryptocurrency Matching Engine is a high-performance order-matching system built to simulate real-world exchange mechanics while adhering to REG NMS principles. Designed with Python and optimized data structures, it supports advanced order types, real-time APIs, and sub-millisecond matching latency. The system ensures price-time priority, prevents trade-throughs, and processes 1000+ orders per second, offering a production-ready architecture for research, trading simulations, and exchange prototyping.
Author Information
Project Details
Description
The Cryptocurrency Matching Engine is a fast, reliable trading engine implementing REG NMS–compliant price-time priority with support for Market, Limit, IOC, and FOK orders. It includes a scalable order book, real-time REST/WebSocket APIs, and comprehensive testing, achieving sub-millisecond execution and high throughput. Built with Python and structured for clarity, performance, and extensibility, it is suitable for building trading systems, running benchmarks, or testing algorithmic strategies.
What's Included
90-Day Access
After purchase, you'll have 90 days to download all project files. Access expires automatically after this period.