Parity Guide

Welcome to Parity Guide. The purpose of this document is to describe general principles and practices for use and development of Parity projects.

Introduction

This section gives an introduction to Parity projects.

Parity projects implement components for trading infrastructure. They have two focus areas:

The market connectivity libraries enable applications on the Java Virtual Machine (JVM) to connect to trading venues and brokerage firms.
The trading system applications provide a software platform for running a trading venue.

The following projects focus on market connectivity:

Foundation contains building blocks for implementing network protocols. These include routines for manipulating, for example, ASCII strings and byte arrays.
Nassau implements NASDAQ transport protocols. These provide reliable transport for delimited, sequenced messages either between two endpoints or from one sender to many receivers. Nassau depends on Foundation.
Juncture implements connectivity to various trading venues using their proprietary market data and order entry protocols. It can be used for both live market access and historical market data analysis. It depends on Foundation and, for connectivity to NASDAQ, Nassau.
Philadelphia is a Financial Information Exchange (FIX) engine. It implements the standard protocol versions from FIX 4.2 to FIX 5.0 Service Pack 2.
Philadelphia Extras contains additional FIX dialects for Philadelphia. These augment the standard protocol versions with user defined tags, enumerations, and message types used by various trading venues.

The following projects are related to the trading system:

Parity contains the core components of the trading system, such as the matching engine and the order entry and market data protocols. These are built on Foundation, Nassau, and Philadelphia.
Parity Extras provides additional applications, such as a market event simulator, for the trading system. These interact with the trading system the same way market participants do, using the order entry and market data protocols.

This section describes development of Parity projects.

Run the tests with Maven:

mvn test

Build the artifacts with Maven:

mvn package

Maven puts the artifacts into a target directory under each module.

After building the artifacts, the executables can be found in the target directories. Their filenames have the following format:

<module>-<version>.jar

Run an executable with Java:

java -jar <executable>

If an executable requires a configuration file, an example of one can be found as devel.conf in the etc directory under the module.

Follow these steps to publish a Maven project release: