Summary
This chapter covered the following points:
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We explained how the order decision process takes place based on various matching criteria such as price and time priority.
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We provided a basic overview of the important data structures available in the .NET Framework.
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We discussed various approaches provided by the .NET Framework to achieve parallelism in processing orders.
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We covered different types of thread synchronization techniques that are essential for protecting the integrity of shared data from multiple thread access.
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We introduced thread scheduling and how thread priority and CPU affinitization further allows you to balance the processor utilization.
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We discussed the advantages of using server timers.
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Finally, we implemented a prototype of an order-matching engine that basically sums up the important features discussed in this chapter.
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© 2006 Yogesh Shetty and Samir Jayaswal
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(2006). The Order-Matching Engine. In: Practical .NET for Financial Markets. Apress. https://doi.org/10.1007/978-1-4302-0147-2_2
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DOI: https://doi.org/10.1007/978-1-4302-0147-2_2
Publisher Name: Apress
Print ISBN: 978-1-59059-564-0
Online ISBN: 978-1-4302-0147-2
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