Package com.bank.trading

package com.bank.trading
This is the java package for the high frequency trading system. The High-Frequency Trading System(HFTS) is designed to make split second decisions based on current market data and conditions to optimize profit. To gain a competitive advantage we need to be able to quickly scale our system based on market volatility and trading volume. Our HFTS needs to import data from the market, in our case streamed from Bloomberg. It must have the ability to execute trades in markets around the globe (NYSE, TYO, LSE…). It requires a dashboard for bank employees to view real time data and the ability to update algorithms and manually place trades. The system also needs to have kill switches and controls that keep the system from spiraling out of control in case of errors. All of this has to happen on a distributed computing platform with ability to dynamically scale and be fault-tolerant. This package contains the classes for the event and order objects that are used system-wide
Version:
1.0
Author:
Tani Diament
  • Class
    Description
    Event
    Object used system-wide to represent an event.
    Event.Type
    The type of the event.
    Order
    Represents an order to market.
    Order.Exchange
    Represents the stock exchanges where the order can be executed.
    Order.OrderStatus
    Represents the status of the order.
    Order.OrderType
    Represents the type of the order.