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Rice Stock Market Simulator Fill Simulator

Rice Stock Market Simulator Fill Simulator. February 20 th 2007 Deliverable. Overview of Initial Goals. Extend RSMS to include Fill support Essentially a new “broker” or “fill” client Implement FIX communication Ability to interface with HBK’s tools Interface for Fill Configuration

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Rice Stock Market Simulator Fill Simulator

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  1. Rice Stock Market SimulatorFill Simulator February 20th 2007 Deliverable

  2. Overview of Initial Goals • Extend RSMS to include Fill support • Essentially a new “broker” or “fill” client • Implement FIX communication • Ability to interface with HBK’s tools • Interface for Fill Configuration • Add Configurability to the user interface

  3. Implementation Strategy • Divide into functional modules • Fill Participant • Client Broker • FIX Proxy/Translator • ASP.Net Web Interface • User Management • Statistics Reporting • Fill Variables Configuration

  4. Fill Client • Acts as “everyone else” in the market • Transparently fills partial or whole orders • Operates according to Fill variables • Fill Size: Entire Order, Fixed Integer, Random • Time Between Fills: Fixed Integer or Random

  5. Client Broker • FIX Message Translation • “Broker Logic” • Encapsulates operations not implicit to the Market • i.e. Order Splitting

  6. Web Interface • User Management • Establish login credentials • Fill Client Configuration • Statistics • Active Users • Stocks

  7. Dynamic Interface • Human Participant User Interface • Configurable Buttons • User Configures Actions: • Buy/Sell • Stock Symbol • Stock Price • Quantity • Configuration Save/Reload

  8. Active and Future Plans

  9. Demonstration

  10. Questions and Discussion • Next Steps • Features to Improve • New Features • Performance Goals

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