Matthiola-TraderGateway

The Trader Gateway of project Matthiola, a Distributed Commodities OTC Electronic Trading System, instructed by Morgan Stanley and SJTU SE.

Architecture

Communication with Web Client:

• HTTP
• Websocket

Communication with Broker Gateway:

• Websocket: Get real-time information(e.g. futures' orderbook and trade history)
• FIX: Send order and cancel order
• HTTP: Get normal query information(e.g. personal orders and trade history)

Overall Architecture

Websocket Architecture

Build Setup

# build for production
./gradlew build

# build for production without test
./gradlew build -x test

Config

• application.properties:
  • datasource config
  • logger config
  • redis config
• fixInitiator.cfg:
  • FileLogPath
  • FileStorePath
  • session config

Docs

https://project-matthiola.github.io/Matthiola-TraderGateway/

License

GPL