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odin-trading-tui

617427bapp

A terminal UI for options pricing and portfolio risk, linking C pricer and risk engine libraries via Odin's foreign function interface.

0Open repo
No license · updated 6 months ago

Matching Engine Client - Odin

An Odin port of the C matching engine client.

Structure

matching-engine-odin/
├── build.sh
├── README.md
├── src/
│   ├── client/
│   │   ├── main.odin           # Entry point, arg parsing
│   │   ├── types.odin          # Core types (Side, Messages)
│   │   ├── config.odin         # Client configuration
│   │   ├── binary.odin         # Binary protocol encode/decode
│   │   ├── csv.odin            # CSV protocol encode/decode
│   │   ├── codec.odin          # Unified codec layer
│   │   ├── framing.odin        # TCP length-prefix framing
│   │   ├── transport.odin      # TCP/UDP transport
│   │   ├── multicast.odin      # Multicast receiver
│   │   ├── engine_client.odin  # High-level client API
│   │   ├── interactive.odin    # REPL interface
│   │   └── scenarios.odin      # Test scenarios
│   └── decoder/
│       └── main.odin           # Binary message decoder tool
├── tests/
│   ├── test_binary.odin
│   ├── test_csv.odin
│   └── test_framing.odin
└── build/                      # Build output (generated)

Building

# Build release
./build.sh build

# Build debug
./build.sh debug

# Clean
./build.sh clean

Running

# Interactive mode
./build.sh run localhost 1234

# With scenario
./build.sh run localhost 1234 2 --tcp

# Options
./build.sh run localhost 1234 --tcp --binary
./build.sh run localhost 1234 --udp --csv

Testing

./build.sh test

Interactive Commands

Command Alias Description
buy SYMBOL QTY@PRICE b Send buy order
sell SYMBOL QTY@PRICE s Send sell order
cancel ORDER_ID c Cancel order
flush f Flush all orders
recv [timeout_ms] r Receive responses
poll p Poll messages
scenario ID sc Run scenario
scenarios list List scenarios
stats Print statistics
status Connection status
help h Show help
quit q Exit

Scenarios

ID Description
1 Simple orders (no match)
2 Matching trade
3 Cancel order
10 Stress: 1K orders
11 Stress: 10K orders
20 Matching: 1K pairs
21 Matching: 10K pairs
22 Matching: 100K pairs
23 Matching: 1M pairs
24 Matching: 10M pairs

Wire Protocol

Binary Format

All multi-byte integers are network byte order (big-endian).

Message Size Format
New Order 27 magic(1) + type(1) + user_id(4) + symbol(8) + price(4) + qty(4) + side(1) + order_id(4)
Cancel 10 magic(1) + type(1) + user_id(4) + order_id(4)
Flush 2 magic(1) + type(1)

TCP Framing

[4-byte length (big-endian)][payload]

Requirements

  • Odin compiler (latest)
  • Linux or macOS