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Order Matcher

Order Matching Engine: Linked List and Set based OrderMatching implementation. Price-Time priority Engine.

DESCRIPTION: Please read Order_Matcher_Description.pdf for detail of implementation.

#How to Build Pre-requisite: g++ 9 or above and CMake 2.8 or above.

  1. cd to directory where project is cloned. cd ../JumpTrading
  2. cd build
  3. Give the directory execution rights in case you see elavation issue. chmod 777 build
  4. Build using CMAKE. On command terminal type: CMake .
  5. On Windows: CMake by default will generate executable under /build/Debug
  6. On Windows: Project will build in ../JumpTrading/build directory.
  7. On Windows, while you are ../JumpTrading/build directory - you need to run: The above command will create an executable in /build/Debug directory with name JumpTrading.exe.
  8. On MacOSX, Linux: CMake had generated a Make file in ../JumprTrading/build directory.
  9. On MacOSX, Linux: When Make file is created. While you are in /build directory. Run make file by typing: make
  10. On MacOSX, Linux: Executable will be generated in /build directory. With name JumpTrading.

#How to run smoke tests supplied in testData/input directory.

  1. Open shell on linux and cd to ../JumpTrading/testData
  2. Execute test-runner.sh. Type ./test-runner.sh ; NOTE: if you see executable not found error. Then please edit line 12 of test-runner.sh file to point the program to the directory where your executable have been generated. Typically - ../JumpTrading/build directory.
  3. Tests will run and a new directory name output will be created.
  4. Test runner matches each test's output data with pre-existing expected output data in /testData/expected directory.
  5. If both files matches - test is declared passed else test is failed.

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Order Matching Engine in C++ 11

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