MatchingEngineSimulator#

The MatchingEngineSimulator class is defined in the Swordfish plugin module. It is used to create a matching engine simulator. The class inherits from StreamEngine and simulates order matching behavior in Swordfish by combining market data and user orders according to predefined rules. It outputs trade details, snapshots, and other results, making it suitable for testing matching logic or developing strategies.

Exchange

The supported exchanges are as following:

MarketDataType

The supported market types are as following:

MatchingEngineSimulatorConfig