Class MatchEngine

java.lang.Object

eds.model.MatchEngine

All Implemented Interfaces:

IMatchEngine

public class MatchEngine
extends Object
implements IMatchEngine

Matching engine responsible for executing incoming orders against the current OrderBook.

The engine follows standard price-time priority rules:

• Incoming orders are matched against the best available price.
• Execution price is always the price of the resting order.
• If an order cannot be fully matched, remaining behavior depends on the order type.

Post-matching behavior:

• Remaining Order.Type.LIMIT orders are added to the order book.
• Remaining Order.Type.MARKET orders are cancelled immediately.

Nested Class Summary

Nested classes/interfaces inherited from interface IMatchEngine

IMatchEngine.MatchResult

Constructor Summary

Constructors

Constructor	Description
MatchEngine()

Method Summary

Modifier and Type	Method	Description
IMatchEngine.MatchResult	match(Order incoming, OrderBook book, double currentTime)	Processes an incoming order and attempts to match it against the order book.

Methods inherited from class Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

MatchEngine

public MatchEngine()

Method Details

match

public IMatchEngine.MatchResult match(Order incoming,
 OrderBook book,
 double currentTime)

Processes an incoming order and attempts to match it against the order book.

If matching counterpart orders exist, trades are generated until the order is filled or no further matches are possible.

Specified by:

match in interface IMatchEngine

Parameters:

incoming - the order entering the market

book - the order book containing resting orders

currentTime - the simulation timestamp of the event

Returns:

a list of Trade objects representing executed trades