What is MemExchange?

1. oktober 2015

What is MemExchange?

I like trading. I specifically like algo-trading where the computer submits orders and reacts to real-time events.

On my endeavour to build a platform which supports the type of trading I wish to do, it has been a pain to simulate trading in a realistic way.

Therefore, I have decided to build a fake exchange to which the can be submitted orders and the exchange will match orders and generate executions.

Also, it will make for a really good technical show case.

The rough feature list is:

  • Single server - multiple clients architecture.
  • Supports market orders, limit orders and stop-limit orders.
  • Zero security and authentication.
  • Target performance is 10k transactions per second.
  • Zero state persistence - hence the name MemExchange.
Image frame

high level architecture

 

The project will be open sourced on GitHub - Stay tuned!