A general purpose exchange engine written in Node.js. Minimum functionality has been implemented, however, more features & documentation are planned.
- Limit Orders
- Market Orders
- FIFO Order Matching
The benchmarks below were done with a MPBr 2.3 GHz Intel Core with a randomized order adding and execution. See benchmark.js for more details. As expected, performance depends on how many limit orders are sitting in the books. I plan on publishing a more formal benchmark report later. A Transaction is a new limit or market order added to the book that may result in a trade.
| Book Size | Transactions/Second |
|---|---|
| 100 | 219,257 |
| 500 | 56,879 |
| 1,000 | 26,894 |
| 10,000 | 2,171 |
- Node.js + npm
git clone https://github.com/hyobyun/exchangeengine.git- cd to the repository directory exchangeengine
cd exchangeengine npm install
npm test