Software Engineering Workshops
Designing and Building a Financial trading Engine

- Semester 1 - 2012 -

Programming task 4

Extend the previous program by developing a matching algorithm. The SystemVars.txt file should be extended with the following attribute:

- marketPhase: can take two values “PreOpen” (same behavior as before) or “Continuous” (performing matching).

Here is an example of a configuration file

The program should produce two files:

• The final market depth as a file called <inputfilename>_ob.csv (as before)
• The list of orders and executed trades as a file called <inputfilename>_tr.csv

If you update the configuration file with the line “marketPhase,Continuous”, the program behaves as before except that it returns the orders plus the generated trades in the file <inputfilename>_tr.csv.