matching_engine.cpp File Reference

撮合引擎实现 More...

#include "app/engine/matching_engine.hpp"
#include "app/manager/risk_manager.hpp"
#include "app/manager/instrument_manager.hpp"
#include "base/logger.hpp"
#include <sstream>
#include <iomanip>
#include <algorithm>

Include dependency graph for matching_engine.cpp:

Namespaces
namespace	fix40

Functions
ExecutionReport	fix40::buildRejectReport (const Order &order, RejectReason reason, const std::string &text)

Detailed Description

撮合引擎实现

实现行情驱动撮合模式：用户订单与CTP行情盘口比对撮合。