Order Types and Time-in-Force as a Lifecycle
Modeling limit/market/stop and GTC/IOC/FOK semantics as a lifecycle instead of a pile of flags.
Model order-type and time-in-force semantics (limit/market/stop; GTC/IOC/FOK) as a lifecycle.
Articles about Markets — exploring patterns, best practices, and real-world implementations in production systems.
4 posts tagged with markets. ← All posts
Modeling limit/market/stop and GTC/IOC/FOK semantics as a lifecycle instead of a pile of flags.
Model order-type and time-in-force semantics (limit/market/stop; GTC/IOC/FOK) as a lifecycle.
Handle a live market-data feed the way an engineer must: sequence checking, gap recovery, and snapshot-plus-delta order-book reconstruction.
Handle a market-data feed: sequence checking, gap recovery, and snapshot-plus-delta order-book reconstruction.
Enforce pre-trade risk limits and keep real-time positions and mark-to-market P&L without stalling the order path.
Enforce pre-trade risk limits and keep real-time positions and mark-to-market P&L.
How price-time priority, a single-threaded sequencer, and gap-free event streaming combine into an exchange core you can replay byte-for-byte.
Teaches how to build a deterministic matching engine: price-time priority order book, limit/market/IOC/FOK order types, single-threaded sequencer for determinism, and gap-free trade/execution event streaming.
All posts on this site are written by Pratik Dhanave, an Agentic AI Architect with 7+ years building production distributed systems, multi-agent AI platforms, and cloud-native infrastructure. About the author → Each article includes working code, architecture diagrams, and references to the specific frameworks and standards discussed. Browse all posts or explore related topics using the tag cloud above.