Simple OMS
The Simple OMS sample demonstrates Market Monitor, Order Blotter, Order Entry, and Order Simulation functionality. This sample shows a very simple order management system - the dashboard supports monitoring market price and trade data and submitting, amending and cancelling orders.
The Simple OMS sample uses a more sophisticated order flow generator that attempts to model the impact of user orders on the market, gradually shifting the market up, down, and sideways. It also allows the simulation to be stopped and started to allow for easier interaction with the simulated market during testing.
To exercise the sample, select a symbol in the Market pane.
Simulation and order entry are implemented as follows:
Order simulator
Structurally similar to the market simulator used in other samples, the order simulator sends out orders to generate a market using the CMF empty exchange. It has some extra sophistication to mimic market impact, gradually drifting markets (up/down/sideways), and includes a dashboard to start and stop the simulation, allowing for interaction while testing.
Order entry
EPL and a DataView allow for the entering orders from the dashboard. This sample uses the Depth DataView (also used by the Market Monitor dashboard) to provide the end user with a selection of symbols for entering orders.