stefanen/order-matcher-test
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An Orderbook test. Supports Limit / Market / Fill-or-kill / All-or-none / Fill-and-kill order types as per NYSE's specification at https://europeanequities.nyx.com/trading/order-types Order |--- Price constrained | |--- Limit price | | |--- Quantity constrained | | | |--- One match | | | | +--- Fill or kill order | | | +--- Longer | | | +--- All or none order | | +--- No quantity constraint | | |--- One match | | | +--- Fill and kill order | | +--- Longer | | +--- Limit order | +--- Pegged price | +--- Pegged order +--- No price constraint +--- Market order Orders are accepted at FixSrv via a FIX session as per FIX 4.4 spec at http://www.fixprotocol.org/specifications/FIX.4.4 and then multicasted. OrderMatcher does keeps the B/S orders in an orderbook and executes them with every order add operation.