It matches order based on price-priority. We have "Buy" and "Sell" order from different traders. As soon as an order is recieved we try to execute it. At any given point we can add buy and sell orders. There can be two cases.

1. If there is a "buy" order and we have enough quantitiy in "sell". We find lowest buying price for that and make trade. If quantity is not enough we wait for more sell order.
2. Similarly is there is "sell" order and we have enought quantity in "buy". We find the highest price to make trade. If quantity is not enough we wait for more buy orders.

It's taken care that order placed first would be executed first.

It is a c++11 project. It contains three classes.

1. Trader - implements trader class which places order. Every trader has a unique ID "traderID".
2. Order - It is description of order which contains all information about. Every order has unique ID "orderId".
3. Tree - It has implementation of AVL trees. It has key as "( Price , orderId)". Every entry is unique.

How to compile this code.

1. "cd src" . Change directory to src.
2. compile program using following command " g++ -std=c++11 main.cpp order.cpp trader.cpp tree.cpp".
3. To test with sample input run executable with command "./a.out < ../test.txt"

Brief description about my code.

• It creates two AVL trees "for_buying" and "for_selling" which contain order for buying and selling respectively.
• When executing order "BUY" order.
  • It searches value from "for_selling" tree.
  • It tries to find lowest value from other trader and fulfill the order.

Similarly it works for other case.