|
|
| solvomatch video |
| A simple GUI application but a powerful matching utility in the background! |
|
| |
Important notes for understanding the video which you can download further below.
The GUI should not have your focus. Stay focused on the matching functionality. The GUI is very simple.
We assume that you have a better GUI (sungard's OMNI, FIDESSA, ...). You can easily integrate our matcher with your own GUI over the FIX protocol.
The important thing is the matcher service in the background. In the video you can see that the matcher distributes the required information about
- orders
- trades as results of the core matching process
- orderbook state (Depth, Prices, Status)
For your understanding of the video - what happens in the clip:
First some preloaded orders (from a file) are shown.
The orderbook is in state PRE_OPENING.
The orders are all sent at once to the matcher. The book gets filled.
A new order (23 at 2.-) is entered on the buy side. The book changes.
The order is cancelled. The book is refreshed.
The Opening-Test:
The orderbook is opened (triggered by the operation desk in the background). State changes to TRADING.
Some orders have matched during opening.
Some are still left in the book.
Then all closed orders are removed only from the GUI.
Some Trading:
A new buy oder is entered which doesn't match ( 23 at 48.- ).
New order is entered with higher price (23 at 50.-) and it matches immedately.
Again a new order (23 at 50.-) matches immediately.
The order at 48.- is cancelled.
New order buy 80 at market is entered and matches.
The BREAK-Test:
Only little size is left on the sell side at top of book.
Expect: Next Order makes a Break because of a big price change.
New order buy 80 at market --> Break - ok!
The Re-Opening:
The state of the orderbook is changed to PRE-OPENING (triggered in the background).
An attempt to change the orderbook's state to TRADING (triggered in the background) fails and it changes to DELAYED, since no price calcullation is possible due to the fact that it's not allowed to have best orders left at the opening).
All orders are deleted and some orders are entered.
The opening automatically performed as soon as possible according to the opening rules and the new state of the orderbook is TRADING.
You can now download thisFLV-Flash-Video-File and run it locally.
|
| |
|
|
