Exchange

Use

stack build
stack exec Exchange

to run the application.

Tests can be run with stack test as usual.

Orderbook logic

As of now, orders are evaluated with partial filling; "all-or-none" or "fill-or-kill" style ordering complicates things and needs work.

Communicating with the exchange

By default, the exchange runs on localhost:8080. The exchange handles requests via HTTP POSTs adhering to the following format, by request type:

Limit

{ type     : "limit"
, quantity : Int
, price    : Float
, dir      : String
, tid      : String
, ticker   : String
}

Market

{ type     : "market"
, quantity : Int
, dir      : String
, tid      : String
, ticker   : String
}

Security registration

{ type   : "registers"
, ticker : String
}

Trader registration

{ type   : "registert"
, trader : String
}

Status

{ type : "status" }

Order cancellation

{ type     : "CANCEL"
, oid      : String
, tid      : String
, ticker   : String
}