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skyone2017-09-27 21:06:23
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skyone, 2017-09-27 21:06:23

Execution of orders on the exchange, how to implement?

Users place buy/sell orders, what is the best way to process a large number of orders that are waiting to be executed? Can anyone have experience or tell me where to read / see examples? RabbitMQ/ActiveMQ/RSMQ?

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Alexander Aksentiev, 2017-09-27
@skyone

Logically, they shouldn't wait.
If a new order matches something, then it is immediately executed, partially or completely.
If not, it just hangs.
It will automatically be redeemed when a request comes in according to its parameters.
Those. perform themselves at the time of creation.
https://github.com/poiuty/midas/blob/master/app/Or...

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