[Quickfix-users] Slowly understanding ordermatch

[Jonathan K. <jon...@gm...>]

Hello All,

I am slowing beginning to grasp how ordermatch.cpp works.  Part of it is
simply getting more comfortable with C++ and its associated syntax.  When I
took the Series 7 five years ago, I had to simulate an order book on paper,
so I understand how negotiated markets work.

I have a couple of questions:

1/ How hard would it be to take ordermatch and turn it into a stateful
system using mysql?  I already have the underlying database and simply need
to figure out if anyone else has done this.

2/ Are there books out there that have a really good tutorial of how
something like ordermatch works?  I pretty much want to create a closed
system so it doesn't need to link in to outside markets.  I can create all
of the symbols, but I do want to create a database backend to track open
orders, closed & executed orders, and create a quote stream?

3/ Is there a bigger store of sample QuickFIX code?  contrib code, with more
examples, and lots of comments?

4/ Are order book operations all done through the stock objects or is that
handled by application logic?

Am I on the right track?

Jonathan

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Jonathan Kalbfeld
ThoughtWave Technologies LLC
www.thoughtwave.com
+1 323 620 6682