ArjunVachhani / order-matcher

simple, fast and feature rich order matching engine supports limit, market, stop-loss, iceberg, IOC, FOK, GTD orders
MIT License
137 stars 70 forks source link

Self Match Prevention #6

Closed ArjunVachhani closed 1 year ago

ArjunVachhani commented 4 years ago

Self Match Preventention feature prevents matching orders of the same user/account. Order Matching Engine will not match the buy & sell order of the same user/account. Users can specify what should happen in case of order executes against his/her orders. This feature will benefit users by avoiding matching his/her order. also, it benefits markets from the wash trade.

To opt-in for this feature, orders must specify UserId/AccountId and what action should be taken in case of a self match.