Equity_Order_Matcher

Equity Order Matcher is a platform for matching active equity orders in an orderbook according to the type of order. It also facilitates addition of new orders,cancellation of orders or updation of order details.

Command Description

• Actions : N(New), A(Amend), X(Cancel), M(Match).
• OrderID : An integer value in the range [1,2⁶³-1] inclusive.
• Timestamp : An integer value, typically milliseconds since epoch.
• Symbol : Varying length string containing only alphabets.
• OrderType : M(Market), L(Limit) or I(IOC).
• Side : B(Buy) or S(Sell)
• Price : A float value, 0.00 if OrderType is M(Market). The price is given exactly to two places of decimal.
• Quantity : An integer value in the range [1,2⁶³-1] inclusive.

Operations

• NEW : Adds a new order into the orderbook.
  N,OrderId,Timestamp,Symbol,OrderType,Side,Price,Quantity
• AMEND : Updates an existing order as per details in this command.
  A,OrderId,Timestamp,Symbol,OrderType,Side,Price,Quantity
• CANCEL : Requests an existing order to be canceled.
  X,OrderId,Timestamp
• MATCH : Matches the existing orders in the order book at that timestamp.
  M,Timestamp,[Symbol]

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Built With

C/C++

Author

Souradip Pal | GitHub | LinkedIn