Goykhman / Stock_exchange

Stock exchange facilitating trading of one kind of stock by maintaining order book and operating matching engine. Matching engine interfaces with the records of market participants kept in the client book, and updates their portfolios accordingly to the filled orders.

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Stock_exchange

Stock exchange facilitating trading of one kind of stock by maintaining order book and operating matching engine. Matching engine interfaces with the records of market participants kept in the client book, and updates their portfolios accordingly to the filled orders.

Buy and sell orders are paired and filled according to the Walrasian auction model.

About

Stock exchange facilitating trading of one kind of stock by maintaining order book and operating matching engine. Matching engine interfaces with the records of market participants kept in the client book, and updates their portfolios accordingly to the filled orders.

License:Other


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Language:Python 100.0%