order matching engine
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LTech Indiathe Ultimate Solution
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LTech India Trading division is the newest inclusion to LTech India Software Systems (A Globally Trusted Software Solution Provider since 2005). LTech
India Trading specializes in Trading Application Development Services (Visit our case studies for details). LTech India is a renowned & premier Trading
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Order Matching EngineCase Study
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Trading Plaorms for Mobiles, Web-based and Desktops.
Exchange Modules like Order Match-ing Engine, Order Management System, etc.
BackOffice Tools
Plugins to connect to different Bro-
IMPORTANT
Due to governing confidentiality agreement, we have refrained from disclosing actual client and solution name. These have been changed appropriately, to more generic names and nomenclatures.
Company
TheThe Company is a Futures Broker s Company based in UNITED STATES, being desirous of having a simulation system for stock exchange, using which they could launch contests using dummy instruments and money. They already had all other mechanisms except the order matching engine for the simulation system.
Industry
Finance (Equities, Futures & Options Trading)
Platform
C# (.Net 2005)
SolutionSolution
The Order matching engine (OME) is the core of any stock exchange, Trading system. It is responsible for managing order book, perform order matching and provide hedging. The order matching engine is developed as a .Net service and that can be plugged in with any system, be it, a Trading system to perform group order matching before sending it LP (Liquid Provider), Trading system of Stock Exchange, Simulation System etc.
OneOne of the first requirements of the order matching engine is to provide high performance, robust, scalable order matching capability. Keeping in mind these requirements, the OME is developed as a distributed application that can run on multiple servers and load balance the instruments between them intelligently. It monitors and analyzes the orders and assigns the instruments that are traded heavily to a less loaded processor or even less loaded server.
Features List
Distributed applicationReal time Order MatchingHandles GTC and DHandles GTC and DAY ordersOptimized to run on parallel processorsLoad Balancing on parallel processors and multiple serversSupports Equities, Options, Forex as well as FuturesEOD (End of Day) ProcessingPersistent storage for all orders/Trades for reliabilityBOD (Beginning of Day) ProcessingConfigurable InstrumentsConfigurable InstrumentsOptimized for most trades instruments, that is, allocates more resources for most traded instrumentsConfiguration through web consoleScalable
Techniques Used
ThreadingTCP/IPWCF (.Net Remoting)WCF (.Net Remoting)Thread AffinityEvent driven architectureThread pooling
FEATURED CASE STUDYOrder Matching Engine