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Let s examine who the actors are in this matching process Two counterparties, at a minimum, are required with opposing views to trade with each other after all, one must be willing to buy when another is willing to sell And their orders must converge on a common platform, which is the exchange Generally, exchanges support two forms of trading: Oral auctions Electronic trading In an oral auction, traders meet each other face to face on the exchange s trading floor They shout their bids and offer prices for other traders to hear; the other traders constantly write down these quotes When two traders agree on a price and an associated quantity, a transaction takes place Some traders may provide a two-way quotation (a bid price and an asking price) and enter into a transaction only with another trader willing to take the offer or accept the bid.

The rdoc command accepts lots of different command line parameters for modifying its behavior, and you can obtain a complete list by doing an rdoc --help. Some flags I commonly use include the following: -a (--all) to include information for all methods, not just public ones -d (--diagram) to generate DOT diagrams of classes and modules (see 9) -N (--line-numbers) to include line numbers in source code listings -o (--op) dir to specify the name of the output directory -s (--style) url to embed a particular stylesheet URL in the HTML What is produced by rdoc is pretty much the most interactive, detailed documentation you could reasonably expect to be inferred from no information other than the source code. To go further, we need to add comments to our skeleton class.

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Oral auctions are the conventional form of trading used in absence of automation, but with the advent of electronic trading, they are on verge of decline Electronic trading offers the same function through a computer and a trading screen Traders log their orders through the trading system, and their orders are recorded in the exchange s order book These orders are then considered for potential matches as designated per the order-matching rules and algorithm defined by exchange The most common matching logic uses the concept of priority based on price and time: All buy orders received by the exchange are first sorted in descending order of bid price and in ascending order of time for the same prices This means orders where traders are willing to pay the highest price are kept on the top, reflecting the highest priority.

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If two orders have the same bid price, the one entered earlier gains a higher priority over the one entered later All sell orders are sorted in ascending order by offer price and in ascending order of time for the same offer prices This means orders where traders are willing to accept the lowest rate are kept on the top, giving them the highest priority Two orders asking the same price would be prioritized such that the one entered earlier gets a higher priority..

To go one step further, it s important to consider how closely you can approach controlled conditions while testing. Apart from obvious pointers like avoid playing Quake 4 while performing the test, many operations we do with scripts require initialization behavior from the various subsystems of a machine. For example, if we were reading a file from the disk as part of our test, that read may go slower the first time than all the subsequent ones if it lives on a hard disk with an internal cache. Even worse, if it is a popular file, it may already be resident in the hard disk s memory for the first test run leading to unpredictability in the resulting performance data. For just such a scenario, Benchmark has a convenience method that will rehearse the test to soak up any such effects before performing a real one. The preliminary test and the proper one aren t different fundamentally; they just get presented as such. In a moment sublimely lacking in marketing glitz, this method was named bmbm, as demonstrated by Listing 3-3. Listing 3-3. A File-Reading Benchmark with a Rehearsal Benchmark.bmbm(10) do |b| b.report("readlines") do IO.readlines("testfile").find { |line| line =~ /radish/ } end b.report("each") do found_line = nil File.open("testfile").each do |line| if line =~ /radish/ found_line = line break end end end end Notice in this listing that, apart from the fact that we re calling bmbm instead of bm, the usage characteristics are identical. On my machine, the results obtained look like this: Rehearsal --------------------------------------------readlines 0.710000 0.120000 0.830000 ( 0.937446) each 0.590000 0.040000 0.630000 ( 0.718701) ------------------------------------ total: 1.460000sec user 0.680000 0.550000 system 0.040000 0.010000 total 0.720000 ( 0.560000 ( real 0.826336) 0.627531)

For example, consider traders A, B, and C who want to buy shares of Microsoft and traders D, E, and F who want to sell shares of Microsoft. Assuming the last traded price of Microsoft (MSFT) shares was $40, consider the scenario shown in Table 2-1. Table 2-1. Traders Who Want to Buy/Sell MSFT Orders

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