Menu

QuoteEngine

Anonymous

Market making and quote parsing child service to Business model.

  • See QuoteEngineServiceTemplate and QuoteSourceServiceTemplate.

  • Quote parser/state machine.

QuoteInterest
Traders interest at spread or fixed.

Quotes published by ECN.

Quote
Quote from ECN.

QuoteCancel
ECN cancel Quote.

QuoteExecute
Trader executes ECN Quote.

QuoteMissed
Trader missed ECN Quote.

QuoteDecline
ECN declined trader execution.

QuoteAccept
ECN accepted trader execution, trade done.

Quotes published by trader.

QuotePublish
Quote published by trader.

QuoteCancelPublish
Quote canceled by trader.

QuoteExecutePublish
ECN executes traders quote.

QuoteDeclinePublish
Trader declines ECN execution.

QuoteAcceptPublish
Trader accepts ECN execution, trade done.

  • Pricing see FinPlusMarketMaker.
  • Manages Curves and Quotes.
  • Manages ECN trade execution.
  • Registers trade execution.

_Note under constuction. _


Related

Wiki: Architecture
Wiki: Business
Wiki: FinPlusMarketMaker
Wiki: RiskPLEplainer