OrderBook

Notes:

• I have implemented an Orderbook in C++ which uses the FIFO order matching algorithm!
• The orderbook is currently designed for the GOOGL v USD market to simplify bids and asks.
• Market makers are initialized with predefined balances and bids/asks, akin to NPC characters in a game.
• To run the program, use make, and to clean executables, use make clean.

Quick Demo: Click here

Working of the OrderBook

Overview

The OrderBook is a C++ implementation of a financial order book, focusing on a sample GOOGL v USD market. It uses the FIFO (First In, First Out) order matching algorithm.

Initialization

• Market makers are initialized with predefined balances and bids/asks in the constructor.
• Users can be created using the makeUser function.

Trading

• Users can place bids (add_bid) and asks (add_ask) to the order book.
• The order book matches bids and asks based on price and quantity.
• Balances are adjusted using the flipBalance function.

User Interaction

• Users can check their balance using getBalance.
• The getQuote function provides the best bid and ask prices and quantities.
• getDepth displays the entire order book, showing all bids and asks.

Additional Features

• Users can add balance (addBalance) to their accounts.
• Bids and asks can be canceled using cancelBid and cancelAsk.

Code Overview

OrderBook.cpp

• Implements the OrderBook class, including functions for bid/ask, balance, quote, depth, user creation, and balance addition.

orderbook.hpp

• Defines the structures for Balances, User, and Order.
• Declares the OrderBook class with member functions and the TICKER variable.

How to Run

make        # Compile the program
./orderbook # Run the compiled executable
make clean  # Remove the executable

Trading Platform Menu Options

1. Sign Up User (1):

   • Creates a new user with a specified username.

2. Add Balance to User Account (2):

   • Adds balance to a user's account in a specified market (e.g., USD).

3. Check Current Market Prices (3):

   • Displays the current bid and ask prices.

4. Add Bid to GOOGL v USD market (4):

   • Places a bid in the GOOGL v USD market.

5. Sell your stocks in GOOGL v USD Market (5):

   • Places an ask in the GOOGL v USD market.

6. Get Current Quote to buy GOOGL stocks (6):

   • Retrieves the best bid and ask prices for a specified quantity.

7. Check your current User Balance (7):

   • Displays the balance for a specific user.

8. Cancel Bid (8):

   • Cancels a previously placed bid.

9. Cancel Ask (9):

   • Cancels a previously placed ask.

10. Exit (10):

    • Exits the trading platform.

Note: This is mainly a Template right now and my next steps would be to integrate the same with real-time Market data