Matching Engines and Venue Logic

Continuous Matching

Price-Time Priority contract priceTimePriority(incomingRaw, restingRaw)
Pro-Rata Matching contract proRataMatching(incomingRaw, priceRaw, lotRaw, restingRaw)
Size-Time Priority contract sizeTimePriority(incomingRaw, priceRaw, lotRaw, restingRaw)
Hybrid Pro-Rata/Time Matching contract calculate(topicId, inputs)

Maximum-Executable-Volume Auction contract maximumExecutableVolumeAuction(ordersRaw, referenceRaw, tickRaw)
Minimum-Imbalance Tie-Break contract minimumImbalanceTieBreak(ordersRaw, referenceRaw, tickRaw)
Opening-Cross Price contract openingCrossPrice(orders, previousClose, tick, low, high)
Closing-Cross Price contract closingCrossPrice(orders, reference, tick, low, high)
Volatility-Auction Reopening contract volatilityAuctionReopening(inputs)

Tick-Size Validation contract tickSizeValidation(price_atoms, tick_size_atoms, price_scale, effective_policy_id)
Price-Band Validation contract priceBandValidation(side, limit_price_atoms, lower_band_atoms, upper_band_atoms, band_as_of_ns, inclusive)
Self-Trade Prevention contract selfTradePrevention(incoming_order, resting_orders, mode)
Cancel-on-Disconnect contract cancelOnDisconnect(disconnected_session_id, disconnect_type, trigger_disconnect_types, policy, orders)
Fat-Finger Limit contract fatFingerLimit(side, limit_price_atoms, reference_price_atoms, quantity, max_quantity, max_notional_atoms, max_aggressive_deviation_bps)
Circuit-Breaker Trigger contract circuitBreakerTrigger(reference_close_atoms, current_index_atoms, level_thresholds_bps, previously_triggered_level)

Limit-Order Lifecycle State Machine contract limitOrderLifecycle(orderIdRaw, orderQuantityRaw, eventsRaw)
Cancel/Replace Priority Rule contract cancelReplacePriority(originalRaw, replacementRaw)
Partial-Fill and Residual-Quantity Processing contract partialFillResidual(orderQuantityRaw, fillsRaw)
Queue Position and Ahead-Volume Calculation contract queuePositionAheadVolume(ordersRaw, targetIdRaw)
Iceberg/Reserve-Order Replenishment contract icebergReplenishment(totalRaw, initialRaw, displaySizeRaw, fillsRaw, priorityRaw)
Marketable-Order Multi-Level Sweep contract marketableOrderSweep(incomingRaw, restingRaw)