GoTrade - a FIX protocol electronic trading and order management system written in Golang
Jan 23, 2016
GoTrade 
GoTrade is a FIX protocol electronic trading and order management system written in Golang, structured for typical multi-asset instituional use
Status
This project is currently more of a proof of concept. It is no where near in completeness of a commerical product. This public repo serves as mostly for the purpose of experimenting and share of ideas.
Getting Started
$ go get github.com/cyanly/gotrade
Features
- Trade in real-time via FIX through the broker-neutral API.
- Normalized FIX order flow behavior across multiple FIX versions and asset classes.
- Pure Go.
- Platform neutral: write once, build for any operating systems and arch (Linux/Windows/OSX etc).
- Native code performance.
- Ease of deployment.
- Lack of OOP verbosity, works for small and big teams.
- Protobuf.
- Binary encoding format, efficient yet extensible.
- Easy Language Interoperability (C++, Python, Java, C#, Javascript, etc).
- Protocol backward compatibility.
Design
└─ gotrade/
├─ core/ -> The low-level API that gives consumers all the knobs they need
│ ├─ order/
│ │ └─ execution/
│ ├─ service/
└─ proto/... -> Protobuf messaging protocol of various entities
└─ services/ -> Core services managing multi-asset order flow
│ ├─ orderrouter/ -> Centralized management facility for multi-asset global order flow
│ ├─ marketconnectors/ -> Managing FIX connection to each trading venue, also performs pre-trade risk checks
│
└─cmd/... -> Command-line executables, binary build targets
Examples
OrderRouter and MarketConnector test cases will mock a testdb and messaging bus for end-to-end, message to message test.
Pre-Requisites:
- Go 1.3 or higher
go get github.com/erikstmartin/go-testdb- An OSX or Linux machine
Run test cases in services:
$ cd $GOPATH/src/github.com/cyanly/gotrade/services
$ go test -v ./...
