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1nd1go2015-07-14 16:17:15
Books
1nd1go, 2015-07-14 16:17:15

Exchange Architecture Literature: Depth of Market, Risk Management, Order-Matching?

Greetings,
Advise the literature, which describes the approaches to the design of exchanges (stock, currency), etc. In particular, I am interested in the types of order book sales, the risk management of the exchange itself, matching, etc. Interested both in the form of an overview, and closer to the implementations.
Thanks

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MaoCzedun, 2015-07-14
@MaoCzedun

if domestic is not enough, I would advise "Trading robots on the Russian stock market"

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