Bullhorn

Bullhorn is a golang package that provides lightweight type-agnostic publish / subscribe messaging to goroutines.

You can find it here.

The model has been extracted from various time sensitive messaging applications I have worked with over the past few years.

Here is an example limit order / price matching procedure written using bullhorn subscriptions and events.

Running the code, will give you something like...


Got order:{CBG 0 1.05 100}
Got order:{CBG 1 1.05 200}
Matching:{CBG 0 1.05 100} against:CBG:  1655 0.8704 1.4305  2797
Matching:{CBG 1 1.05 200} against:CBG:  1655 0.8704 1.4305  2797
Matching:{CBG 0 1.05 100} against:CBG:  9414 0.8847 1.9453  9074
Matching:{CBG 1 1.05 200} against:CBG:  9414 0.8847 1.9453  9074
Matching:{CBG 0 1.05 100} against:CBG:  8787 0.9490 1.0373 12530 - Execute Order!
Matching:{CBG 1 1.05 200} against:CBG:  8787 0.9490 1.0373 12530
Matching:{CBG 1 1.05 200} against:CBG:  5840 0.9519 1.5722 12054
Matching:{CBG 1 1.05 200} against:CBG:  2485 0.9425 1.7220 11042
Matching:{CBG 1 1.05 200} against:CBG:  5235 1.0583 1.5840  4333 - Execute Order!