TradeSim

TradeSim is a C++ simulation of a stock exchange. It supports order types, including market and limit orders, and employs a multithreaded approach for efficient order processing.

Features

• Order Types: Supports MARKET_BUY, MARKET_SELL, LIMIT_BUY, LIMIT_SELL, and CANCEL.
• Comprehensive Logging: Detailed logs for each step of order processing.
• Order Matching: FIFO and price-time priority matching algorithms.

Prerequisites

• CMake: Ensure CMake is installed on your system.
• Boost Library: Install Boost libraries for UUID generation.
• C++17 Compiler: Ensure you have a C++17 compatible compiler (e.g., GCC, Clang).

Installation

Ubuntu

sudo apt-get update
sudo apt-get install cmake libboost-all-dev build-essential

MacOS

brew install cmake boost

WINDOWS

• Install CMake and Boost, ensure they are added to your system PATH.

Build and Run

Clone the Repository

git clone https://github.com/nilesh05apr/TradeSim.git
cd TradeSim

Create Build Directory and Run CMake

mkdir build
cd build
cmake ..
make

Run the Simulation

./TradeSim

Project Structure

ExchangeSim/
|-- Utils/
|   |-- Utils.h
|   |-- Utils.cpp
|-- Exchange/
|   |-- Exchange.h
|   |-- Exchange.cpp
|-- Order/
|   |-- Order.h
|-- MatchOrder/
|   |-- MatchOrder.h
|   |-- MatchOrder.cpp
|-- OrderBook/
|   |-- OrderBook.h
|   |-- OrderBook.cpp
|-- Stock/
|   |-- Stock.h
|   |-- Stock.cpp
|-- main.cpp
|-- CMakeLists.txt

How to Use

Listing a Stock

Edit main.cpp to list a stock with the following code:

exchange.listStock("AAPL", "Apple Inc.", 150.0, 1000000);

Placing Orders

Add code in main.cpp to place orders:

Order::Order buyOrder1("AAPL", Order::OrderType::LIMIT_BUY, 150.0, 10);
Order::Order sellOrder1("AAPL", Order::OrderType::LIMIT_SELL, 150.0, 5);
Order::Order marketBuyOrder("AAPL", Order::OrderType::MARKET_BUY, 0.0, 15);
exchange.placeOrder(buyOrder1);
exchange.placeOrder(sellOrder1);
exchange.placeOrder(marketBuyOrder);

Query Order Book and Trade History

exchange.getOrderBook("AAPL");
exchange.getTradeHistory("AAPL");

Stopping the Exchange

Ensure to stop the exchange to gracefully terminate threads:

exchange.stop();

License

This project is licensed under the MIT License. See the LICENSE file for details.