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A trading engine with high-speed performance and real-time notification
License: MIT License
This project forked from viabtc/viabtc_exchange_server
A trading engine with high-speed performance and real-time notification
License: MIT License
Add the several additions to stop loss orders discussed in email.
I'll post here as I finish pieces.
I have encountered a segfault on the matchengine, until I only opened limit orders it worked fine, but after I opened the first stop limit it started to collapse.
[2019-03-27 08:54:42.409190] [3787] [trace]me_message.c:156(push_message): push orders message: {"event": 3, "stock": "AAAB", "order": {"id": 6485655, "ctime": 1553676882.4085889, "market": "AAABAAAD", "source": "", "user": 31, "type": 1, "amount": "1.67105", "side": 2, "deal_fee": "0.004177625", "mtime": 1553676882.408596, "trigger": "0", "price": "3534.4", "left": "0e-8", "deal_money": "5906.15912", "maker_fee": "0.0025", "taker_fee": "0.0025", "deal_stock": "1.67105"}, "money": "AAAD"}
[2019-03-27 08:54:42.409239] [3787] [fatal]ut_signal.c:90(signal_handler): [3787]signal: 11 (SIGSEGV) received, core dumping
[2019-03-27 08:54:42.411153] [3787] ==========backtrace=start==========
[2019-03-27 08:54:42.411156] [3787] 0 ./matchengine() [0x46c09d]
[2019-03-27 08:54:42.411158] [3787] 1 /lib/x86_64-linux-gnu/libpthread.so.0(+0x11390) [0x7f2cd07e4390]
[2019-03-27 08:54:42.411160] [3787] 2 /lib/x86_64-linux-gnu/libc.so.6(strlen+0x26) [0x7f2ccf976746]
[2019-03-27 08:54:42.411162] [3787] 3 /lib/x86_64-linux-gnu/libc.so.6(__strdup+0xe) [0x7f2ccf97647e]
[2019-03-27 08:54:42.411164] [3787] 4 ./matchengine() [0x4682da]
[2019-03-27 08:54:42.411165] [3787] 5 ./matchengine() [0x468fda]
[2019-03-27 08:54:42.411167] [3787] 6 ./matchengine(market_put_limit_order+0x20c) [0x469da4]
[2019-03-27 08:54:42.411169] [3787] 7 ./matchengine() [0x45d38e]
[2019-03-27 08:54:42.411170] [3787] 8 ./matchengine() [0x4606b9]
[2019-03-27 08:54:42.411171] [3787] 9 ./matchengine() [0x46f25f]
[2019-03-27 08:54:42.411173] [3787] 10 ./matchengine() [0x4795c3]
[2019-03-27 08:54:42.411174] [3787] 11 ./matchengine() [0x47a0b2]
[2019-03-27 08:54:42.411176] [3787] 12 ./matchengine(ev_invoke_pending+0x53) [0x47cc13]
[2019-03-27 08:54:42.411177] [3787] 13 ./matchengine(ev_run+0x9ee) [0x4806be]
[2019-03-27 08:54:42.411179] [3787] 14 ./matchengine(nw_loop_run+0x2c) [0x47c071]
[2019-03-27 08:54:42.411180] [3787] 15 ./matchengine(main+0x614) [0x45abe8]
[2019-03-27 08:54:42.411182] [3787] 16 /lib/x86_64-linux-gnu/libc.so.6(__libc_start_main+0xf0) [0x7f2ccf90b830]
[2019-03-27 08:54:42.411183] [3787] 17 ./matchengine(_start+0x29) [0x452239]
[2019-03-27 08:54:42.411185] [3787] ===========backtrace=end===========
[2019-03-27 08:54:42.971575] [47] [fatal]ut_misc.c:83(process_keepalive): process: 3787, name: matchengine terminated by signal: 'Segmentation fault'
A stop loss order is an order specifies that an investor wants to execute a trade for a given stock, but only if a specified price level is reached during trading. More info can be found at https://www.investopedia.com/ask/answers/06/stoplossorderdetails.asp
Currently matchengine only supports market and limit orders.
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