Stock market reproduction engineOverviewThis project consists of 2 components:DataPumper engineCrossingPublishing engineThe DataPumper engine will read historical stock transaction data (either from a flatfile or from a database) and will feed the data to the CrossingPublishing Engine. The DataPumper will have the responsibility of massaging the data into a suitable format to represent real stock trade requests and will feed the requests to the CrossingPublishing engine at a quantity and rate that represents real stock market transactions (between 4 and 6 million transactions during an 8 hour period)The CrossingPublishing engine will receive the trade requests from the DataPumper engine, then will attempt to match the buy and sell requests using a crossing algorithm to be defined later in this document. Market activity is published in accordance with the specifications of the NASDAQ TotalView Datafeed interface specification described at http:www.nasdaqtrader.comtradermdsnasdaqfeedsprimespecification.pdf. Additionally, all matches will be recorded to a transaction record (either a flatfile or a database).The application must be written in Java. The developer may use a database if desired for a data source. Communication between the pumper and the crossingpublishing engine can occur through SOAP, RMI or regular socket communication. Delivery of orders must be guaranteed.Good software development patterns must be used to allow the engine to be enhanced. For instance, the crossing algorithm used here may later be replaced with a different algorithm or the format of the order or the publishing protocol may change. Selection of these interfaces must be configurable at run time by the use of a configuration file. The crossing engine, order, and publishing objects must all be instances of an abstract class and generated by the use of a factory or by delegation.I will provide sample data (which can represent a normal 8 hour trading day). I can also provide a 4 CPU server with 2 GB Ram for development or testing. Acceptance testing will be performed on a 4 XEON CPU linux server with 2GB Ram. Crossing Algorithm1. Each Order will be either a buy or a sell2. When a new order is placed, it is compared to any unfilled order that is currently queued in a FIFO manner.3. If the order can be filled, a match is produced. Otherwise, the order is placed at the end of the queue.4. Orders can be partially matched. Ie. If there is a queued sell for 100 shares symbol X and a buy for 50 shares is received, the sell is changed to 50 outstanding shares and left on the queue while the buy order is matched.5. Orders can only be matched if the buy amount is greater than the sell amount.The orderAn order will contain the following elements:The symbol being tradedThe quantity desired (to sell or buy)Whether this is a sell or a buyThe bid or ask price An expiration (expiration of 0 means the order never expires, 0 and the order will be removed from the crossing queue after expiration number of seconds.A brokerage accountID (the data pumper will set this value to 0)When an order is placed, the following information must be returned to the caller:OrderID (a unique identifier)Additional projectsYou may also bid on some additional bonus pieces. In your bid, you should also explain which bonus projects you would include. 1) A GUI tool that would allow the user to startstop the exchange and see the status of the market. Important information would be:Number of matches per secondNumber of orders placed per secondSelect a symbol and see its current queue status.2) A GUI tool that listens to the multicast network and displays information to the user:User can select a list of symbols and see information published on the multicast network about symbols in the list (bidask price, trade volume, etc)Allows a user to send a buysell order directly to the crossing engine.Contains a SOAPRMIsocket interface that would allow another process to send buysell orders to the crossing engine (after displaying a popup window to the user to confirm).Attached File:Stock market reproduction engine.docTechnologyService:JavaSQLMessages Posted: 9Developers Bid Delivery Within Time of Bid Rating ashishb 100060 day(s)822005 2:36 (EST)(No Feedback Yet)
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