At the heart of any exchange is the matching engine. The matching engine organizes the orders for a tradable asset and manages the interaction between buyers and sellers by matching the orders according to a matching algorithm.
Connamara has been building matching engines since 2008. The matching engine provided in our EP3 Foundation Services is low latency, high throughput, and highly available. It natively supports a price / time priority matching algorithm and can support custom matching algorithms including bilateral matching. EP3 Foundation Services provides access to the matching engine through well-documented APIs for order routing and market data. The APIs support a number of programming languages, including:
C++, Java, Go, Objective-C, Ruby, Android Java, Python, Dart, C#, and PhP.