I wrote an open source one in Go that I'm still working on. It's never meant for production. The code is at github.com/dylanlott/orderbook and there's an accom

I wrote an open source one in Go that I'm still working on. It's never meant for production. The code is at github.com/dylanlott/orderbook and there's an accompanying write up on it at dylanlott.com/orderbook if you're interested.