Matching Engine with Scala and Cucumber – Market Orders

January 3rd, 2013

In the first two posts in this series, Prototyping a Matching Engine with Scala and Cucumber and Matching Engine with Scala and Cucumber – Crossing Limit Orders, we built a simple limit order book and a matching algorithm that crosses limit orders of opposite sides. In this post I am going to continue using Cucumber to test-drive the implementation of order book and matching engine – this time we are going to add support for another fundamental order type – market order.

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