A reference implementation of a high performance, low latency exchange.

This is very much a work in progress. Consequently the current implementation is neither high performance nor low latency and further makes no claims as to doing anything useful beyond making your CPU generating heat.

• Basic implementation of a LimitOrderBook
• Skeleton Exchange implementation & Message Bus integration

Copyright 2013 Ayizan Committee

Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. You may obtain a copy of the License at

https://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.