Project Description
The core conceptual model will support running a business in the financial markets, for example running a trading exchange business.

Key features:
* trading of vanilla and derivative instruments
* contract specification for derivatives, including: forwards, futures, options, swaps, CFDs, etc
* multiple trading calendars that define business hours, and holidays
* automation of instruments via parsing and interpretation of date and time expressions

The system will be implemented in .NET 4.0 using the following:
* C#
* F# for agents and calculations, e.g. market pricing or margin calculations
* Reactive Framework Extensions for streaming data, e.g. prices
* Windows Workflow Foundation for quotes, trade approval and margin calls
* Database: local embedded database for each market consolidated to SQL Server
* Caching: TBC, AppFabric
* Market Data Distribution using zeromq or RabbitMQ
* Data serialization using Google Protocol Buffers?
* Thick client in WPF or Silverlight (Prism or MEF)
* Thin client in HTML 5 with streaming prices via Web Sockets

Last edited May 13, 2010 at 2:13 PM by Sledge70, version 6