Trading Engine Simulation

A simulation of a trading engine, built to develop an understanding of and familiarity with coding in C++.


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Table of Contents

1. About The Project
   • Built With
2. Getting Started
   • Prerequisites
   • Installation
3. Usage
4. Roadmap
5. Contributing
6. License
7. Contact
8. Acknowledgments

About The Project

I have become increasingly interested in quantitative development. Seeing that C++ is the industry standard, I wanted to develop an understanding of the language while familiarising myself with some financial concepts. I found a great course on Coursera for an object-oriented programming specialisation which assisted greatly in building this engine.

Results

Project

• a trading simulation with an order book, wallets, market stats, and a matching engine
• an implementation of a price-time priority matching algorithm with pro rata based partial order completion

Personal

• introduction to coding in C++
• a basic understanding of how exchanges work

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Built With

• C++

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Getting Started

After installing, compile the project

g++ --std=c++11 *.cpp -o <name-of-executable>

Prerequisites

• C++ (and probably an IDE to work in)
• a compiler for C++

Installation

1. Clone the repo

   git clone https:/benhhack/cpp-trading-engine

2. Make sure you have a C++ compiler installed.

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Roadmap

While I might work more on this project, it was intended to dive head-first into C++ rather than be a robust product on its own. There may be some improvements here and there, but I'm looking forward to building more in C++ for finance.

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Contributing

Contributions are what make the open source community such an amazing place to learn, inspire, and create. Any contributions you make are greatly appreciated.

If you have a suggestion that would make this better, please fork the repo and create a pull request. You can also simply open an issue with the tag "enhancement". Don't forget to give the project a star! Thanks again!

1. Fork the Project
2. Create your Feature Branch (git checkout -b feature/AmazingFeature)
3. Commit your Changes (git commit -m 'Add some AmazingFeature')
4. Push to the Branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

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License

Distributed under the MIT License. See LICENSE for more information.

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Contact

Benjamin Hack - LinkedIn - [email protected]

Project Link: https:/benhhack/cpp-trading-engine

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Acknowledgments

• Coursera University of London course by Dr Matthew Yee-King
• README template

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