Hey All,
I’m building an exchange based on the GNU/Open-Source Way, and I could use some help.
Anyone interested in contributing? I’m going to start by making a paper market for gold, and need help with:
1. ENGINE: Creating the order book of priority queues (heaps), bid/ask price ladders, matching engine, and the like
2. FIX ACCEPTOR/INITIATOR: Creating a FIX connection between a client and the exchange. I’ve been working with a modified version of Quickfix, but I would really prefer to…