1. Rice Stock Market Simulator
Angela
Comp 415
Rice University

2. Pushing (possibly filtered) market data
System Architecture
Components of RSMS
The Market
The Quote Server
The Participant
Human
Fix
Historical
Scalability and Abstraction
Client
Market Server
Quote Server
Post orders
Market
Respond to market queries
Replication
Pushing (possibly filtered) market data
Submit queries
Angela
Brief defense of OO design

3. The Market Bid-matching application Accepts orders Stores orders
via Web Services
Stores orders
via SQL technology
Matches orders
via SQL queries
Generates and stores transactions
Replicates data with Quote Servers
Clement

4. Quote Server
Allows Clients to Listen to Market Events and Query Market Items
Pushes data to Clients via .NET Remoting
Benedict

5. Client Scalable Application Framework Major participants:
Human Participant
FIX Participant
Historical Data Participant
Jonathan

6. Human Participant Post Bids and Offers Cancel orders
View market events
Market data is pushed to the client
Jonathan

7. FIX Participant Interacts with black box applications
Listens for FIX messages from applications
Pushes market data to applications
In FIX format
External applications are decoupled from RSMS
Jessica

8. Historical Data Participant
Reads in historical data from files
Develop parsers for specific file formats
Uses market time to send orders TJ

9. RSMS Extension Architecture decoupled and scalable
Extend AParticipant class to add participants
Handle multiple Markets and Quote Servers
Market rules enforced by APolicyEnforcer TJ

10. Demonstration

11. Questions For You When will we receive the historical market data?
How should HBK’s machines interface with our SMS?
QuickFix?
What Fix messages are accepted? TJ

12. Thank you for your time!!!