Python trade simulator engine

A simulation exchange to perform add limit orders and get execution over FIX4.2.

A client, a server and a limit orderbook engine matching orders. The client connects over a FIX4.2 session to server (a.k.a broker). The broker then sends the incoming order to orderbook.

Run

Simply run the client and server.

$ cd pytradesim
$ ./client.py configs/client1.cfg
$ ./server.py configs/exchange.cfg

Test

All tests should pass.

$ py.test tests -v