Vonmo Trade Experiment. Part 2: Orders. Types and processing features

    System Analysis and Software Engineering,  Reactive programming

    To figure out how exchanges work, we need to look into exchange orders and the way broker processes them. This article deals with order types, the way they are executed at an exchange, and limitations imposed by trading system.
    If you are curious to know what all those DAY, GTC, FOK, IOC, GTD, GAT, MOO, MOC, LOO, LOC, MIT, OCO, OSO, PEG mean, you are welcome.

    Vonmo Trade Experiment. Part 1: Exchanges and modern technologies

    System Analysis and Software Engineering,  Reactive programming

    This series of articles describes an attempt to create a reactive system performed by one person, with a minimum budget and in the shortest time possible.

    The experiment aims at:

    • A deeper understanding of the subject and improvement of technical expertise;
    • Identifying strengths and weaknesses of functional languages and open source projects in trading systems development.

    This article presents the motivational part and task decomposition.

    Building distributed apps: second approximation

    Erlang/OTP,  Elixir,  Programming,  Functional Programming,  Distributed systems

    This article is the final one of the series about distributed reactive apps in Erlang/Elixir. In the first article you will find the theoretical basis of reactive architecture. The second one illustrates the main templates and mechanisms of building such systems.

    Today we will address the questions of code base development and projects development in general.