Trying to simulate online bidding activities
This is a simulation of a trading order book that records the online behaviors of buyers and sellers; a naive matching engine has been built to find pairs of trades that can be fulfilled. I will further improve its functionality over time and the goal is to build a full-blown trading engine.
Sample Quote Format: TIME,SYMBOL,BID,ASK
Sample Trade Format: TIME,SYMBOL,SIDE,PRICE,QUANTITY
For now, the project is still a prototype in Java. An immediate goal is to port it to C++ and then further append other functions.
Please get in touch if you want to learn more.
Thx.