akhil4n-orderbook 0.1.1

A high-performance order book implementation in Python

py-orderbook

A high-performance order book implementation in Python with price-time priority matching. Available as an official PyPI package.

Installation

pip install akhil4n-orderbook

Features

• Price-time priority matching engine
• Limit and market order support
• Order cancellation
• Trade log with aggressor tracking
• 124k+ matched orders/second throughput

Usage

from orderbook import OrderBook, Order, MarketOrder, OrderSide
from decimal import Decimal

book = OrderBook()

# Add a limit order
bid = Order(side=OrderSide.BID, price=Decimal("50.00"), original_quantity=100)
book.add_limit_order(bid)

# Add a matching ask
ask = Order(side=OrderSide.ASK, price=Decimal("50.00"), original_quantity=100)
book.add_limit_order(ask)

# Add a market order
market_order = MarketOrder(side=OrderSide.BID, original_quantity=50)
book.add_market_order(market_order)

# Cancel an order
book.cancel_order(market_order.order_id) # cancels the market order we just put in

# Display the book
print(book)

# View trade log
book.print_trade_log()

Running Tests

git clone https://github.com/Akhil4n/py-orderbook.git
cd py-orderbook
python -m venv venv
venv\Scripts\activate  # Mac/Linux: source venv/bin/activate
pip install -r requirements-dev.txt
pytest test_orderbook.py -v

Performance

Simple inserts:     ~416k orders/second
Matched pairs:      ~124k orders/second
Mixed actions:      ~114k orders/second

Project Structure

py-orderbook/
├── orderbook.py        # Core implementation
├── test_orderbook.py   # Unit tests
├── stress_test.py      # Performance benchmarks
├── pyproject.toml      # Package configuration
└── requirements.txt    # Dependencies