Notre Dame Fake Exchange - Special Orders
This project is intended for the course on High-Frequency Trading Technologies at the University of Notre Dame. It is a toy version of a real exchange
for students to practice trading strategies.
Design
- Matching Engine: Exists per-symbol to add orders to the order book, emit changes to the subscriber, match orders and emit trades.
- Market Data : Takes order book changes from the subscriber and sends them out via multicast.
- Order Entry: A TCP server that allows clients to enter orders using the order entry protocol.
- Order Ladder: The actual book management and matching
- ME Broker: handles queueing between client order entry server and matching engine
- Bot Runner: Runs a collection of very simple trading strategies to create the illusion of an active market
Additional Features:
- Advanced Orders
- Iceberg Orders
- AON Orders