himaenshuu/lobx_quant repository overview

lobx_quant is a containerized project that implements a production-style Limit Order Book (LOB) Matching Engine designed to simulate core mechanics of modern electronic exchanges. The project is packaged as a single Docker image that runs two integrated services: a FastAPI backend responsible for order matching and system logic, and a Streamlit interface that provides an interactive environment for observing the system in action.

The backend models realistic exchange behavior using strict price-time priority (FIFO) matching. It supports common order types such as LIMIT and MARKET, along with execution policies including GTC, IOC, and FOK. The API exposes key operations such as order submission, cancellation, replacement, simulation execution, and retrieval of order book states and executed trades through structured REST endpoints.

The interactive interface enables users to interact with the engine by submitting orders, running randomized market simulations, and visualizing order book activity. It also displays important market microstructure metrics such as best bid/ask, spread, mid-price, and microprice, allowing users to observe how different order flows impact the market state.

The project demonstrates multiple aspects of quantitative systems engineering, including matching engine algorithm design, API architecture, system testing, and containerized deployment. By packaging the backend and visualization layer into a single Docker image, the system can be run locally with minimal setup and without external dependencies.

Default ports

• 8000 – API service (/docs, /health)
• 8501 – Interactive interface for monitoring and experimentation