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Releases: AlignmentSystems/MatchingEngine

V0.0.3

18 Sep 08:20
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V0.0.3 Pre-release
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FIX==>SBE (Kafka)==>Matching Engine------
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FIX<==SBE (Kafka)<==Matching Engine------

Completed subject to formal testing
#22

v0.0.2

13 Sep 14:53
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v0.0.2 Pre-release
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Switched to a more modular pattern
AlignmentFIXClient.jar
AlignmentMatching.jar
AlignmentMatchingAPI.jar

Rather than ConcurrentLinkedQueues as a means of transmission of data between threads this is a first release of a Kafka middleware based implementation.
The full implementation will take some time. A "production" implementation would allow for dynamic load-balancing based upon a diverse compute set (think of AWS t-shirt size compute, some instruments in an order book would need an XXL, some others may only need XS.
The ideal situation would be for load to be rebalanced dynamically. This is incredibly fiddly, since there would have to be some kind to dynamic equivalence of two orderbooks with no double trading before there is a transactional switchover from running on XS to running on S.

The challenge of implementation of this vision in a 24x7 market is not to be underestimated!

v0.0.1

06 Sep 10:16
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v0.0.1 Pre-release
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First non-production ready release. This is a Shadow fat-jar, so you don't need to mess around with the classpath.

Just run java -jar AlignmentMatching.jar and it will start.

You need to create a set of directories
/log/A
/log/B
/log/Exchange

To which the code writes log files.