AdvMatch 2.0.1

English · 简体中文

A C++20 exchange engine with C++ and Java SDKs for spot, linear futures and perpetual contracts.

Features

• Single-threaded matching, concurrent command submission and asynchronous results.
• Accounts, balances, reservations, orders, trades and immutable snapshots.
• Cross / isolated margin, leverage, liquidation, funding and cash settlement.
• Stop-loss, take-profit and OCO orders; fees, risk limits and self-trade protection.
• Atomic balance transactions, market halts, conservation audits and WAL recovery.
• Integer monetary units with asset and symbol scales.
• Java shared state subscriptions and authenticated remote transport for one exchange serving multiple applications.

Remote transport and subscriptions

Bounded reads, admission and durable request IDs

WAL, state snapshots and recovery

Build

Requires a C++20 compiler, CMake 3.24+, Ninja and Git. Java integration requires JDK 21. The first build downloads dependencies.

.\build.cmd release

On Linux / macOS, use ./build.sh release. Both scripts build and test; release builds also create a ZIP in build/release/.

For the Java SDK:

.\java\gradlew.bat -p java :advmatch:build :advmatch:runExample

The SDK is java/advmatch/build/libs/advmatch-2.0.1.jar, including native libraries for the build platform. Use -PskipNativeBuild when compatible native libraries are already built.

To build and test Linux amd64 libraries alongside Windows and bundle both in one Java SDK JAR:

.\java\gradlew.bat -p java buildMultiplatform

On Windows this uses WSL Ubuntu (override with -PwslDistribution=NAME). The Linux environment needs GCC, CMake, Ninja, Git and a headless JDK 21+. bash tools/build_linux.sh builds Linux alone. Linux outputs and the native SDK ZIP are in build/linux-release/; bundle staging uses build/native-bundles/linux-amd64/. The loader selects native/windows-amd64 or native/linux-amd64 automatically. The current Linux amd64 bundle requires glibc 2.38+, not musl/Alpine; rebuild on the oldest glibc environment you need to support. No ARM64 libraries are included.

Quick start

import nhcm.advmatch.MatchingExchange;
import nhcm.advmatch.model.ExchangeConfig;
import nhcm.advmatch.model.PersistenceConfig;

var config = new ExchangeConfig()
    .withPersistence(new PersistenceConfig().withEnabled(false));
try (var exchange = new MatchingExchange(config)) {
    var user = exchange.users().create().join();
    var account = user.spotAccount().join();
    System.out.println(account.id());
}

This example runs in memory. Persistence is enabled by default; set its directory for a durable exchange. Entity managers return futures, and submit() accepts commands. Create an order book after creating a symbol to enable matching.

C++ trading example · Java trading example · Contract references

To install the C++ SDK, run cmake --install build/release --prefix build/sdk, then link AdvMatch::sdk with find_package(AdvMatch CONFIG REQUIRED). Use compatible compiler/runtime settings and deploy the SDK's shared library with your application.

Integration guide

English guide · 中文接入说明

The guide covers trading rules, contract prices, conditional orders, atomic transfers, recovery and benchmarks.

Compatibility

Update the Java SDK and native libraries together. Command records use schema 2; schema 1 records retain their historical replay behavior. Engines without the same command set cannot read newer operations; use a complete compatible backup for downgrades.

TradingRules.tickAwarePriceBand is opt-in. It lets the contract protection band cover at least one price tick on either side of the mark. Changing only this flag preserves open orders, positions and fee settings.

contracts().configureProtection(symbol, rate) sets the execution band in millionths: 100000 is 10%, 0 disables it. Explicit market caps, collateral checks and bounded liquidation execution remain active.

Development assistance: GPT-5.6 and GPT-6.1.