Adapt your previous program to implement a multiphase trading platform. Starting from a phase “PreOpen” (i.e. just build the orderbook), the program will automatically change phases at predefined times (you can use the times in Table 1).
Test your program on real data by operating in two phases:
· Read the file to determine the exact time the opening auction occurs
· Use that time to trigger the opening auction when you process the file using your trading engine