search

AlignmentSystems / MatchingEngine

A toy implementation of a matching engine. Don't use this in the real world, it's a toy!
MIT License
3 stars 0 forks source link

Kill-Switch #9

Closed JohnGreenan closed 9 months ago

JohnGreenan commented 10 months ago

Alongside cancel-on-disconnect essential for an institutional exchange

JohnGreenan commented 9 months ago

To do this cleanly it would make sense to have some form of cache of the orders sent by a counterparty such that there is a faster access time to iterate and cancel each order.