Galois is an extremely high performance matching engine written in Rust, typically used for the crypto currency exchange service.
Galois use Event Sourcing pattern to handle tens of thousands of orders per second or even better, depending on the performance of persistence. Basic architecture is shown below.
core dump(disk)
^
^
+----------+
event(mysql) >> | galois | >> match results(mysql)/best n price(redis)
+----------+
^
^
query request(TCP)
If you would like to use Galois in your product, you should implement the order/user management known as broker, as well as the blockchain client to handle crypto coin withdraw/deposition.
- MySQL: persist the events and output the match result
- Redis: output the best n price of the orderbook
git clone [email protected]:uinb/galois.git
cd galois
cargo default nightly
cargo build --release
# init mysql
mysql -u {user_name} -p {database} < sql/init.sql
# start redis
redis-server
# modify the configuration file galois.toml before start
target/release/galois -c galois.toml
Galois is now waiting for the incoming events and execute.
mysql-schema：f_id, f_cmd, f_status, f_timestamp
f_cmd(json)
cmd: u32,
order_id: Option<u64>,
user_id: Option<u64>,
base: Option<u32>,
quote: Option<u32>,
currency: Option<u32>,
vol: Option<Decimal>,
amount: Option<Decimal>,
price: Option<Decimal>,
base_precision: Option<u32>,
quote_precision: Option<u32>,
taker_fee: Option<Decimal>,
maker_fee: Option<Decimal>,
min_amount: Option<Decimal>,
min_vol: Option<Decimal>,
enable_market_order: Option<bool>,
ASK_LIMIT | BID_LIMIT =>
require:
base,quote,user_id,order_id,price,amount;
price/amount is positive;
order_id exists;
(base/quote) symbol exsits and open;
CANCEL =>
require:
base,quote,user_id,order_id;
order_id exists;
order_id belongs to user_id;
(base/quote) symbol exsits and open;
TRANSFER_OUT | TRANSFER_IN =>
require:
user_id,currency,amount
Galois is licensed under Apache 2.0