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AlignmentSystems / MatchingEngine

A toy implementation of a matching engine. Don't use this in the real world, it's a toy!
MIT License
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Kafka 3 #22

Closed JohnGreenan closed 9 months ago

JohnGreenan commented 9 months ago

Added code to take order Ack and match events from OrderBook and push them both to OrderBookKafkaProducer. OrderBookKafkaProducer then takes that POJO and converts to a SBE message. FIXEngineKafkaListener takes SBE message, converts back to FIX and then sends to the order initiator firm. Extensive enhancements to DataMapper and relocation to sharedlibrary project