First draft of the market data implementations.

ScalABM / auctions

A functional API for auction simulations

Apache License 2.0

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First draft of the market data implementations. #123

Closed davidrpugh closed 6 years ago

davidrpugh commented 6 years ago

This PR extracts the ticker functionality from the AuctionActor to its own mixin trait. I am also starting to implement various message types as described in the FIX protocol for passing market data between the auction and participants.