🦀 Rust Matching Engine
A minimal matching engine prototype written in Rust. It includes a simple orderbook, price levels, limit orders, and basic matching logic.
Features
Bids & asks stored in separate price-level maps
Add limit orders to the orderbook
Market order filling (partial & multi-order)
MatchingEngine supporting multiple trading pairs
Example usage in main.rs
Unit tests for order matching
📁 Structure src/ ├── main.rs └── matching_engine/ ├── mod.rs ├── engine.rs └── orderbook.rs
🧪 Tests cargo test