Kotlin Trade Matching Engine

Overview

A simple trade orders matching engine for a crypto exchange implemented in Kotlin using coroutines and channels.
This sample supports limit buy and sell orders and matches them concurrently.
It uses the Price/Time algorithm (First-in-First-out) or the Pro-Rata algorithm via a system property.

Usage

To run the application using the Pro-Rata algorithm:

java -Dmatching.algorithm=PRO_RATA -jar komatch.jar

Example

import com.yourusername.matchingengine.*  
import kotlinx.coroutines.runBlocking  
import kotlinx.coroutines.delay  
  
fun main() = runBlocking {  
 val engine = MatchingEngine() engine.start()  
 engine.addOrder(Order(1, OrderType.BUY, 100.0, 10.0)) engine.addOrder(Order(2, OrderType.SELL, 100.0, 5.0))  
 // delay for the matching engine to process orders delay(100)  
 val matchedOrders = engine.getMatchedOrders() println(matchedOrders) // Output: [(Order(id=1, type=BUY, price=100.0, quantity=5.0), Order(id=2, type=SELL, price=100.0, quantity=5.0))]  
 engine.stop()}