GitHub - eneiand/OrderMatchingEngine: A multithreaded order matching engine. The threading strategy can be changed at runtime on a per Instrument basis to one of synchronous, thread pool or dedicated number of threads.

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Name		Name	Last commit message	Last commit date
Latest commit History 26 Commits
OrderMatchingEngine		OrderMatchingEngine
OrderMatchingEngineTests		OrderMatchingEngineTests
OrderMatchingEngine.sln		OrderMatchingEngine.sln
OrderMatchingEngine.suo		OrderMatchingEngine.suo
README		README

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A multithreaded order matching engine. The threading strategy can be changed at runtime on a per Instrument basis to one of synchronous, thread pool or dedicated number of threads.