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rcolomina / trading_exchange_matching_engine

Trading Exchange Matching Engine
MIT License
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Implement on market a single function to check constraints on limit orders #2

Open rcolomina opened 2 years ago

rcolomina commented 2 years ago

Depending on the incoming limit order, it should be checked the value of the order before to populated the market with it. For instance, if the price does not make sense, for the current situations of the market, or any other condition is not met, the order should be rejected by the market with a suitable message.

At the moment the conditions are checked but implemented in a non optimal manner. Fix this!.

rcolomina commented 2 years ago

Find line # TODO: Check constraints on order simplified