QuantCup – Matching Engine Specification

A bit last year, but QuantCup offers food for though with the winning entry.  Edmund’s price-time matching engine entry is available over on Google code.  So if you happen to be mad enough to want to build your own engine, then you may want to consider modelling it on Euronext, since there is a degree of documentation available publicly:  Continuous Trading Process, The Stop order, Market to Limit order, Pure Market order


~ by mdavey on July 11, 2012.

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