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ArjunVachhani / order-matcher

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
MIT License
137 stars 70 forks source link

Multiple Markets #43

Closed Kordeone closed 2 years ago

Kordeone commented 2 years ago

I have a question about how this engine handles multiple market orders, as I have understood the engine only processes through one market, are you planning on adding this feature?

ArjunVachhani commented 2 years ago

one instance of MatchingEngine will handle one market, create multiple instances of MatchingEngine to handle multiple markets, there will be one instance of MatchingEngine for each market

Kordeone commented 2 years ago

So I would have about 100 MatchingEngine instances if I have 100 markets, right? wouldn't this have negative effect on performance?

ArjunVachhani commented 2 years ago

MatchingEngine is lightweight and should not have negative effect on performance.

Kordeone commented 2 years ago

Many thanks to you sir