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The Order-Matching Engine

Chapter
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Summary

This chapter covered the following points:
  • We explained how the order decision process takes place based on various matching criteria such as price and time priority.

  • We provided a basic overview of the important data structures available in the .NET Framework.

  • We discussed various approaches provided by the .NET Framework to achieve parallelism in processing orders.

  • We covered different types of thread synchronization techniques that are essential for protecting the integrity of shared data from multiple thread access.

  • We introduced thread scheduling and how thread priority and CPU affinitization further allows you to balance the processor utilization.

  • We discussed the advantages of using server timers.

  • Finally, we implemented a prototype of an order-matching engine that basically sums up the important features discussed in this chapter.

Keywords

Hash Table Order Book Work Thread Sell Order Thread Pool 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Yogesh Shetty and Samir Jayaswal 2006

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