Package com.bank.trading.execution

package com.bank.trading.execution

This package contains the classes used for the algorithmic trading execution. The heart of the HFTS system are the algorithms and the trading execution services. These services require the most compute and therefore will be scaled more greatly than the other services. All inter system communication is done over UDP for speed, it is okay for a piece of data or two to be lost, especially since that will happen very infrequently.

Version:

1.0

Author:

Tani Diament

Related Packages

Package	Description
com.bank.trading	This is the java package for the high frequency trading system.
com.bank.trading.data	This is the package for all the data related services of the system.
com.bank.trading.web	This package contains the web interface for the trading system.

Classes

Class	Description
Algorithms	This class is responsible for the execution of the trading algorithms.
ExecutionService	Called by person or Algo to submit trade to market This class will start a smart order router to route the order to the market on another Thread in this server.
SmartOrderRouter	Defines a SmartOrderRouter that is responsible for routing orders decide which exchange is the best to execute the order on and how fast or slow to execute to reduce market slip and to hide out strategy from our competitors This runs on the ExecutionService server.