[coolspot]

The basics are: you’re having an order book where you keep bids and asks. Then you can match market orders to that book.

Now you probably want that book in memory, and you probably want to have many of these books, one for each asset type traded.

Then you want some replication and fault tolerance, likely some ACID and guaranteed on-disk storage.

Many market orders probably should form a queue which is executed sequentially.

Etc, etc…