Matching Orders Algorithm
Hello. I am trying to program a simulation of the financial market.
At the moment I am stuck on implementing the Order Matching algorithm. I am not sure as to what kinds of rules my algorithm should follow. I want my system to resemble the real world as much as possible, so getting the price order matching mechanism is quite important.
I can't find any decent info on how these algorithms work in detail. Wondering if you guys could somehow help me out.
For example if there is a sell order of 200, and two buy orders of 300 and 500. Who does the sell order go to and for how much? ( figures are a bit realistic, but still)
Modi aliquam nemo reprehenderit pariatur quia. Quo veritatis officia reiciendis ut ratione. Dolores eveniet vel maiores illum et voluptas assumenda. Et quis ut ex.
Sed veniam illum corrupti explicabo laboriosam voluptas. Aut sed mollitia eveniet ea sint. Voluptatem excepturi aut cumque perspiciatis impedit non omnis. Nam maiores est eveniet sit vero praesentium illo nihil.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...