Software Engineering Workshops
Designing and Building a
Financial trading Engine
- Semester 1 - 2012 -
Write another tool called TradesComparator
to compare the trades generated by your program with the trades that were in the
original orders file. Two trades exactly
match if all fields are the same except for the timestamps, two trades near match if the IDs of Bid and ask
match but other fields (like price or volume) don’t match. The output of this
tool should be a percentage of exact matches and the percentage of near
matches. This information can be added to a file called <inputfilename>_tradescomp.txt.