Project design

0. Tested under Fedora20, g++ 4.8.3 with c++11 enabled
1. Use only one thread for all requests (quotes reading, handling tcp connection, parsing client requests). All operations are done in async way, so that thread is not blocked. Use boost asio for async operations.
2. When user connects to oms, server assigns account name to him.
3. ports, ticker name and quotes file name are configurable. Please find confiuration file src/config/config.json
4. I have a few assumptions for the Brownian Motion, matching algorithm, order book keeping, tick size, etc. Please find the details in the report.
5. Default use port 9009, if you see any error "port already in use". Please change port in config.json
6. Default use ticker 1234. Only orders with ticker 1234 will be matched. Other orders will be in Working status.

Usage

Clone the repo, go do the project directory:

cd market-simulation-cli

For a new terminal session, setup session envrionment by running :

source ./env.sh

Build all and run unit test

make all

you may build each individually

make serve
make listen
make connect
make unit_test

Firstly, generate quote

./generate

start exchange server

./serve

listen quotes updates

./listen markets # output in json format
./listen markets --current # output in table format, refresh on new quote received

listen order updates from . If you use server as account-name, you will listen all order updates from server

./listen orders <account-name> # replace <account-name>
./listen orders server # listens order updates from all accounts

listen trade updates from account-name. If you use server as account-name, you will listen all trade updates from server

./listen trades <account-name> # repace <account-name>
./listen trades server # listens trade updates from all accounts

connect to exchange server, you will be assigned an account-name. Submit new order by typing in format, for example

./connect oms
buy 1234 5@100
sell 1234 5@100

TODO:

0. Design better client/server communication messages and protocol
1. Use protobuf message for communication
2. Use multi-threading hanlding large amount of user
3. Support multiple ticker quotes
4. Separate more modules to achieve better testability