A financial exchange simulator.
.NET 5 is required. There are no other dependencies.
Priority
- Sessions
- Simulator
- Stop orders
Order types
- Limit orders
- Market orders
- Market limit orders
- Stop market orders
- Stop limit orders
- OCO orders
Order properties
- Min quantity
- Max visible quantity
Time in force/order validity
- Day orders
- GTC orders
- GTD orders
- FAK/FOK orders
Sessions
- Time provider
- Sessions
- Market statistics
Market data
- Trades
- Price/qty/count for x levels
- All order updates
- Indicative open
Safety features
- Banding
- Limits
- Circuit breakers
- Stop & velocity logic
- Self-match prevention
Matching algorithms
- FIFO
- Open auction
- Allocation
- Pro-rata
Contract types
- Futures (expiry)
- Calendar/spread contracts (implied pricing)