Equity Order Matcher is a platform for matching active equity orders in an orderbook according to the type of order. It also facilitates addition of new orders,cancellation of orders or updation of order details.
- Actions : N(New), A(Amend), X(Cancel), M(Match).
- OrderID : An integer value in the range [1,263-1] inclusive.
- Timestamp : An integer value, typically milliseconds since epoch.
- Symbol : Varying length string containing only alphabets.
- OrderType : M(Market), L(Limit) or I(IOC).
- Side : B(Buy) or S(Sell)
- Price : A float value, 0.00 if OrderType is M(Market). The price is given exactly to two places of decimal.
- Quantity : An integer value in the range [1,263-1] inclusive.
- NEW : Adds a new order into the orderbook.
N
,OrderId,Timestamp,Symbol,OrderType,Side,Price,Quantity
- AMEND : Updates an existing order as per details in this command.
A
,OrderId,Timestamp,Symbol,OrderType,Side,Price,Quantity
- CANCEL : Requests an existing order to be canceled.
X
,OrderId,Timestamp
- MATCH : Matches the existing orders in the order book at that timestamp.
M
,Timestamp,[Symbol]
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C/C++