Eden

Eden is an algorithmic trading platform, whose core is a trading engine and limit orderbook, implemented in C# and built on .netstandard2.1. All the code under src/ is being built upon in real-time on my Algo Trading Platform Series.

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Currently Supported Features

The following features are currently supported.

Order Types

1. New Order
2. Modify Order
3. Cancel Order

Order Responses

1. New Order Acknowledgement
2. Modify Order Acknowledgement
3. Cancel Order Acknowledgement
4. Fill

Matching Algorithms

1. First-In-First-Out (FIFO)
2. Last-In-First-Out (LIFO)
3. Pro-Rata

Market Data

1. Trade Summary

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Planned Features

The following features are on the roadmap.

Communication

Private gRPC stream-based communication for order entry between trading clients and the algorithmic trading platform.

Market Data Dissemination

Seperate market data dissemination platform.

Market Data

1. Market-By-Order Incremental Orderbook Update
2. Session Statistics
3. Daily Statistics
4. Security Definition

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Building Eden

The following steps will allow you to build and run Eden.

1. Download Visual Studio 2019.
2. Download this repository.
3. Open TradingEngine.sln under src/TradingEngine
4. Hit F5 to build and run the solution.