Synopsis

A equity exchange implemented in Q running on KDB+.

Motivation

The best way of learning something is actually doing it, I'm learning KDB+ and Q by implementing a fully featured exchange. Feactures/TODOs will be changed/udpated as I progress.

Installation

It is developed and tested on MacOS only at this monment.

Steps for installation and verification:

1. Download and install KDB+ personal edition on default path;
2. Download/Clone the repository;
3. Edit global.q to modify data directories accordingly;
4. Run server from command line: ./q qex/qex.q -p 5000
5. Run client from another command line: ./q
6. Test in KDB+ console

7.  h:hopen (`::5000:brokera:password)
   

8.  o:(`sym`side`otype`timeinforce`osize`limitprice) ! (`ABC;`BUY;`LIMIT;`GOODFORDAY;100;500)
   

9.  h(`.qex.Submit; `NEW; o)
   

Usage

TO be added.

Tests

TO be added.

Performance Tests

TO be added.

TODO

1. Coding style check
2. Unit testing
3. Refactor code to use vector language style instead of procedure
4. More client APIs (Market data)
5. A market maker implementation
6. A member implementation (algo trading)
7. Performance Testing

Change History