gotrade: github.com/cyanly/gotrade Index | Files | Directories

package gotrade

import "github.com/cyanly/gotrade"

GoTrade is a FIX protocol electronic trading and order management system written in Golang, structured for typical multi-asset institutional use.

Dependencies:

gogo/protobuf
  A fork of golang/protobuf with tweaks and extras
quickfixgo/quickfix
  FIX Engine in Golang
nats-io/nats
  Performant messaging bus in Golang, seems resemblance of TibRV

There are sub-packages within the gotrade package for various components:

core/...:
  The low-level API that gives consumers all the knobs they need
proto/...:
  The messaging protocol of various entities, in Protobuf format.
services/...:
  Core services managing multi-asset order flow
database/...: (not provided yet)
  SQL scripts and data layer APIs (PostgreSQL here but the idea is to
  support different storage engines without breaking everything)

Then on top of the core packages, we have:

cmd/...:
  Command-line executables, a.k.a final products
test/...:
  Integration tests, etc.

To avoid cyclic imports, imports should never pull in higher-level APIs into a lower-level package. For example, you could import all of core and shell from cmd/... or test/..., but you couldn't import any of shell from core/....

Index

Package Files

doc.go

Directories

PathSynopsis
core/logger
core/logger/handlersPackage es implements an Elasticsearch batch handler.
core/messagebus
core/messagebus/test
core/orderCore order APIs
core/serviceCore service infrastructure for servicing starting/stopping/SIGTERM, and heartbeating etc
database
database/memstore
proto/orderPackage order is a generated protocol buffer package.
proto/pricingPackage pricing is a generated protocol buffer package.
proto/servicePackage service is a generated protocol buffer package.
services/marketconnectors
services/marketconnectors/common
services/marketconnectors/common/orderA common FIX Client required by QuickFIX, should work for most of market connectors.
services/marketconnectors/sellsidesim
services/marketconnectors/sellsidesim/orderbookA simulated order book bid offer matching by bloomberg pricefeed quotes this is to give our sell side FIX engine simulate a false feel of reality, so as to support MARKET or LIMIT orders
services/marketconnectors/simulatorMC Simulator communicates with SellSideSim service in FIX protocol as a mean to test trade life cycle
services/orderrouterServing order New/Cancel/Replace tasks, communicates with various market connectors
test/order

Package gotrade imports 2 packages (graph). Updated 2019-11-19. Refresh now. Tools for package owners.