Denarius

Open-source financial exchange software.

Status

• A matching engine that implements market and limit orders.
• An TCP/JSON backend server for receiving oders

Dependencies

• Aleph/Lamina/Gloss
• JSON (data.json)
• Log (tools.logging)

Usage

Currently there are no binaries to this software.

To try out Denarius, start the matching engine component with:

lein run

Start one (or more) connector component with

lein run -c connector

This step is not optional anymore, since the complexity of the communication protocol in the trading desk - connector component channel is different to the communication within the system (connector - engine). You can send orders directly to the engine but you will receive the fields expected by the connector, not by the client.

Then send orders directly to the engine with the utility client (See Wiki)

lein run -m util.client/-main

In this scenario, the utility client plays the role of trading desk and connector (See Architecture), sending orders directly to the engine. You can send orders to the connector by specifying the connector port (default 7892) since the protocol is the same that the engine's. If the connector is on localhost we can omit the host parameter:

lein -m util.client -p 7892

The default component to be started with lein run is the engine, so that it is equivalent to lein run -c engine. For these and more options, see the help menu of each component by specifying the --help option: For examples on how to use the utility client, see the Wiki.

lein run --help
lein run -c connector --help
lein run -m util.client --help

If you want to make your own client API, you can follow the code in the utility client.

The server now informs about (partial) order execution, on every execution it makes, with the communications channel registered upon order entry.

Contact

Mailing list (important announcements): denarius@librelist.com

General announcements: http://machinomics.blogspot.com

Feel free to contact the authors about bugs or improvements.

License

Copyright © 2013 Javier Arriero-Pais

Distributed under the MIT License.