Galois是一款在Apache2许可协议下发布的开源软件。根据**2021年9月24日发布的政策文件，任何组织或个人，不得向**大陆境内公民提供虚拟货币交易服务，任何私自使用Galois向**大陆境内公民提供数字货币交易及相关服务的，面临的法律风险由使用者自行承担。
Galois is an extremely high performance matching engine written in Rust.
Galois uses Event Sourcing pattern to handle tens of thousands of orders per second or even better, depending on the performance of persistence. Basic architecture is shown below.
core dump(disk)
^
^
+----------+
events(mysql) >> | galois | >> match results(mysql)/best n price(redis)
+----------+
^
^
query requests(TCP)
Galois works as a component of Fusotao which is being WIP. The version without fusotao feature enabled can be used for building a high performance exchange with broker(refer to Guide to implement a broker). Buttttt, we strongly recommend you shall hire an expert before you do the business, seriously.
- MySQL: persist the events and output the match result
- Redis: output the best n price of the orderbook
Compile galois with nightly version. Then cp galois.toml.example galois.toml and modify the galois.toml the mysql and redis configurations, as well as the snapshot directory.
# init mysql
mysql -u {user_name} -p {database} < init.sql
# start redis
redis-server
galois -c galois.toml
Galois is now waiting for the incoming events and execute. Before you can execute orders, you need to issue a new pair and create a mysql table to receive the matching result outputs. The UserId is hex format of H256 with a mandatory 0x prefix or ss58check when fusotao enabled.
# create a table to receive outputs from galois, 100 and 101 represent the base currency code and the quote currency code.
create table t_clearing_result_100_101 like t_clearing_result;
# tell galois to create a new trading pair 101/100 with base_scale=4, quote_scale=4 and other parameters.
insert into t_sequence(f_cmd) values('{"base":101,"quote":100,"base_scale":4,"quote_scale":4,"taker_fee":"0.002","maker_fee":"0.002","min_amount":"0.1","min_vol":"10","enable_market_order":false,"open":true,"cmd":13}');
# account 1 tranfer 100.0 100 currency into galois
insert into t_sequence(f_cmd) values('{"currency":100,"amount":"100.0","cmd":11,"user_id":"0x0000000000000000000000000000000000000000000000000000000000000001"}');
# account 1 place an order(bid,symbol=101100,price=10.0,amount=0.5,user_id=1,order_id=1), order_id is generated by broker
insert into t_sequence(f_cmd) values('{"quote":100,"base":101,"cmd":1,"price":"10.0","amount":"0.5","order_id":1,"user_id":"0x0000000000000000000000000000000000000000000000000000000000000001"}');
If everything is ok, you could see a record in t_clearing_result_100_101 which means the order has been accepted. At the same time, a key V2_DEPTH_L32_101_100 would be available in redis to render the markets depth of 101100.
ASK_LIMIT = 0;
BID_LIMIT = 1;
CANCEL = 4;
CANCEL_ALL = 5; # only available when fusotao disabled
TRANSFER_OUT = 10;
TRANSFER_IN = 11;
UPDATE_SYMBOL = 13;
QUERY_ORDER = 14;
QUERY_BALANCE = 15;
QUERY_ACCOUNTS = 16;
DUMP = 17;
Galois is licensed under Apache 2.0
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