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<title>StockEx - Developer Guide</title>
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<body>
<div class="header">
<h1>StockEx Trading Platform</h1>
<p class="subtitle">Developer & Technical Guide</p>
<p class="version">Version 1.0 | Euronext OPTIQ Inspired</p>
</div>
<div class="toc">
<strong>Contents</strong>
<ul>
<li>1. Overview</li>
<li>2. Architecture</li>
<li>3. Modules</li>
<li>4. Database Persistence</li>
<li>5. Data Flow Diagrams</li>
<li>6. Kafka Topics</li>
<li>7. Message Formats</li>
<li>8. SSE Events</li>
<li>9. Configuration</li>
<li>10. Development</li>
</ul>
</div>
<hr>
<div class="section">
<h2>1. Overview</h2>
<p><strong>StockEx</strong> is a real-time trading simulation platform providing complete order-to-trade lifecycle emulation. Built with microservices architecture using Docker containers.</p>
<div class="two-col">
<div class="highlight">
<strong>Core Features</strong>
<ul style="margin:5px 0; padding-left:20px;">
<li>FIX 4.4 protocol gateway</li>
<li>Price-time priority matching</li>
<li>Kafka event streaming</li>
<li>SSE real-time dashboard</li>
<li>SQLite persistence</li>
</ul>
</div>
<div class="info">
<strong>Tech Stack</strong>
<ul style="margin:5px 0; padding-left:20px;">
<li>Python 3.11 / Flask</li>
<li>QuickFIX/Python</li>
<li>Apache Kafka 7.5</li>
<li>Docker Compose</li>
<li>SQLite</li>
</ul>
</div>
</div>
</div>
<div class="section">
<h2>2. System Architecture</h2>
<div class="arch-diagram">
βββββββββββββββββββ βββββββββββββββββββ βββββββββββββββββββ
β FIX UI Client β β FIX UI Client β β Frontend β
β (Port 5002) β β (Port 5003) β β (Port 5000) β
ββββββββββ¬βββββββββ ββββββββββ¬βββββββββ ββββββββββ¬βββββββββ
β FIX 4.4 β FIX 4.4 β HTTP/JSON
βββββββββββββββββ¬ββββββββ΄ββββββββββββββββββββββββ
βΌ
βββββββββββββββββββββββββββββββββ
β FIX OEG (Port 5001) β
β QuickFIX Order Gateway β
βββββββββββββββββ¬ββββββββββββββββ
β JSON
βΌ
ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
β APACHE KAFKA (Port 9092) β
β ββββββββββββ ββββββββββββ ββββββββββββ β
β β orders β β trades β β snapshotsβ β
β ββββββββββββ ββββββββββββ ββββββββββββ β
βββββββ¬ββββββββββββββββββ¬ββββββββββββββββββ¬ββββββββββββββββββββββββββ
β β β
βΌ β βΌ
βββββββββββββββ β βββββββββββββββ
β Matcher βββββββββββ β MD Feeder β
β (Port 6000) β β (MDF) β
β β β β
β Order Book βββββββββββββββββββββ Price Sim β
β Trade Exec β β BBO Publish β
βββββββββββββββ βββββββββββββββ
β
βΌ REST API
βββββββββββββββββββββββββββββββββββββββββββ
β Dashboard (Port 5005) β
β Orders β Trades β Book β Chart β Stats β
βββββββββββββββββββββββββββββββββββββββββββ
</div>
</div>
<div class="section">
<h2>3. Module Specifications</h2>
<div class="module-box">
<h4>Kafka Message Broker</h4>
<span class="port">9092</span> <span class="port">29092 (host)</span> <span class="tech">Confluent 7.5.0</span>
<p>Central event bus. All order flow distributed via topics. Zookeeper (port 2181) for coordination.</p>
</div>
<div class="module-box">
<h4>FIX Order Entry Gateway</h4>
<span class="port">5001</span> <span class="tech">QuickFIX/Python</span>
<p>FIX 4.4 acceptor. Receives NewOrderSingle (D), OrderCancelRequest (F), OrderCancelReplaceRequest (G). Normalizes to JSON β Kafka <code>orders</code>.</p>
</div>
<div class="module-box">
<h4>Matcher Engine</h4>
<span class="port">6000</span> <span class="tech">Python/Flask/SQLite</span>
<p>Consumes <code>orders</code>, matches with price-time priority, publishes <code>trades</code>. Maintains order book per symbol. SQLite persistence.</p>
<table>
<tr><th>Endpoint</th><th>Method</th><th>Description</th></tr>
<tr><td><span class="endpoint">/orderbook/<symbol></span></td><td>GET</td><td>Order book depth</td></tr>
<tr><td><span class="endpoint">/trades</span></td><td>GET</td><td>Recent trades</td></tr>
<tr><td><span class="endpoint">/health</span></td><td>GET</td><td>Health + stats</td></tr>
</table>
</div>
<div class="module-box">
<h4>Market Data Feeder (MDF)</h4>
<span class="tech">Python</span>
<p>Simulates market activity. 90% passive orders (book building), 10% aggressive (trades). Publishes BBO snapshots.</p>
<p>Output: <code>orders</code> + <code>snapshots</code> topics</p>
</div>
<div class="module-box">
<h4>Dashboard</h4>
<span class="port">5005</span> <span class="tech">Flask/SSE/JavaScript</span>
<p>Real-time web UI. Consumes Kafka + Matcher API. Server-Sent Events for live streaming. Edit/Cancel order management.</p>
<table>
<tr><th>Endpoint</th><th>Method</th><th>Description</th></tr>
<tr><td><span class="endpoint">/stream</span></td><td>GET</td><td>SSE event stream</td></tr>
<tr><td><span class="endpoint">/data</span></td><td>GET</td><td>Polling fallback</td></tr>
<tr><td><span class="endpoint">/order/cancel</span></td><td>POST</td><td>Cancel order</td></tr>
<tr><td><span class="endpoint">/order/amend</span></td><td>POST</td><td>Amend order</td></tr>
</table>
</div>
<div class="module-box">
<h4>FIX UI Clients</h4>
<span class="port">5002</span> <span class="port">5003</span> <span class="tech">QuickFIX/Flask</span>
<p>Web-based FIX initiators. Connect to FIX OEG for institutional order submission.</p>
</div>
</div>
<div class="section">
<h2>4. Database Persistence</h2>
<div class="info">
<strong>Storage:</strong> SQLite database at <code>/app/data/matcher.db</code><br>
<strong>Docker Volume:</strong> <code>stockex_matcher_data</code> (survives container restarts)
</div>
<h4>4.1 Database Schema</h4>
<div class="module-box">
<h4>order_book β All Orders</h4>
<table>
<tr><th>Column</th><th>Type</th><th>Description</th></tr>
<tr><td><code>id</code></td><td>INTEGER</td><td>Auto-increment primary key</td></tr>
<tr><td><code>cl_ord_id</code></td><td>TEXT</td><td>Unique client order ID</td></tr>
<tr><td><code>symbol</code></td><td>TEXT</td><td>Security (ALPHA, EXAE, etc.)</td></tr>
<tr><td><code>side</code></td><td>TEXT</td><td>BUY / SELL</td></tr>
<tr><td><code>price</code></td><td>REAL</td><td>Limit price</td></tr>
<tr><td><code>quantity</code></td><td>INTEGER</td><td>Original order quantity</td></tr>
<tr><td><code>remaining_qty</code></td><td>INTEGER</td><td>Unfilled quantity</td></tr>
<tr><td><code>status</code></td><td>TEXT</td><td>OPEN / FILLED / CANCELLED</td></tr>
<tr><td><code>timestamp</code></td><td>REAL</td><td>Order entry time (Unix)</td></tr>
<tr><td><code>created_at</code></td><td>DATETIME</td><td>DB insert timestamp</td></tr>
</table>
</div>
<div class="module-box">
<h4>trades β Executed Trades</h4>
<table>
<tr><th>Column</th><th>Type</th><th>Description</th></tr>
<tr><td><code>id</code></td><td>INTEGER</td><td>Auto-increment primary key</td></tr>
<tr><td><code>symbol</code></td><td>TEXT</td><td>Traded security</td></tr>
<tr><td><code>price</code></td><td>REAL</td><td>Execution price</td></tr>
<tr><td><code>quantity</code></td><td>INTEGER</td><td>Traded quantity</td></tr>
<tr><td><code>buy_order_id</code></td><td>TEXT</td><td>Buyer's cl_ord_id</td></tr>
<tr><td><code>sell_order_id</code></td><td>TEXT</td><td>Seller's cl_ord_id</td></tr>
<tr><td><code>timestamp</code></td><td>REAL</td><td>Trade time (Unix)</td></tr>
<tr><td><code>created_at</code></td><td>DATETIME</td><td>DB insert timestamp</td></tr>
</table>
</div>
<h4>4.2 Database Functions</h4>
<table>
<tr><th>Function</th><th>Description</th></tr>
<tr><td><code>save_order(order)</code></td><td>Insert new order into order_book</td></tr>
<tr><td><code>update_order_quantity(id, qty)</code></td><td>Update remaining_qty after partial fill</td></tr>
<tr><td><code>cancel_order(cl_ord_id)</code></td><td>Set status = 'CANCELLED'</td></tr>
<tr><td><code>save_trade(trade)</code></td><td>Insert executed trade</td></tr>
<tr><td><code>get_open_orders(symbol, side)</code></td><td>Query open orders for matching</td></tr>
<tr><td><code>load_order_books()</code></td><td>Restore order books on startup</td></tr>
<tr><td><code>get_trades(symbol, limit)</code></td><td>Retrieve recent trades</td></tr>
<tr><td><code>delete_filled_orders(days)</code></td><td>Cleanup old filled/cancelled orders</td></tr>
</table>
<h4>4.3 Indexes</h4>
<div class="code-block">CREATE INDEX idx_trades_symbol ON trades(symbol);
CREATE INDEX idx_trades_timestamp ON trades(timestamp);
CREATE INDEX idx_orderbook_symbol_side ON order_book(symbol, side);
CREATE INDEX idx_orderbook_status ON order_book(status);
CREATE INDEX idx_orderbook_cl_ord_id ON order_book(cl_ord_id);</div>
</div>
<div class="section">
<h2>5. Data Flow Diagrams</h2>
<h4>4.1 Order Entry Flow</h4>
<div class="arch-diagram">
ββββββββββββββββ
β FIX Client β
ββββββββ¬ββββββββ
β FIX 4.4 NewOrderSingle (35=D)
βΌ
ββββββββββββββββ
β FIX OEG β Validate β Normalize β Generate cl_ord_id
ββββββββ¬ββββββββ
β JSON
βΌ
ββββββββββββββββ
β Kafka β Topic: orders
β [orders] β
ββββββββ¬ββββββββ
β
βββββββ΄ββββββ
βΌ βΌ
ββββββββββ βββββββββββββ
βMatcher β β Dashboard β
ββββββββββ βββββββββββββ
</div>
<h4>4.2 Order Matching Flow</h4>
<div class="arch-diagram">
βββββββββββββββββββ
β Incoming Order β
β (from Kafka) β
ββββββββββ¬βββββββββ
β
βΌ
βββββββββββββββββββ
β Parse & Validateβ
ββββββββββ¬βββββββββ
β
ββββββββββββββββ΄βββββββββββββββ
βΌ βΌ
ββββββββββββββ ββββββββββββββ
β BUY Order β β SELL Order β
ββββββββ¬ββββββ ββββββββ¬ββββββ
β β
βΌ βΌ
ββββββββββββββββββββ ββββββββββββββββββββ
β Check SELL book β β Check BUY book β
β for price β€ bid β β for price β₯ ask β
ββββββββββ¬ββββββββββ ββββββββββ¬ββββββββββ
β β
ββββββββ΄βββββββ ββββββββ΄βββββββ
βΌ βΌ βΌ βΌ
βββββββββ ββββββββββ βββββββββ ββββββββββ
β Match β βNo Matchβ β Match β βNo Matchβ
β Found β β β β Found β β β
βββββ¬ββββ βββββ¬βββββ βββββ¬ββββ βββββ¬βββββ
β β β β
βΌ βΌ βΌ βΌ
βββββββββ ββββββββββ βββββββββ ββββββββββ
βExecuteβ βAdd to β βExecuteβ βAdd to β
β Trade β βBUY Bookβ β Trade β βSELLBookβ
βββββ¬ββββ ββββββββββ βββββ¬ββββ ββββββββββ
β β
βββββββββββββ¬ββββββββββββββββ
βΌ
ββββββββββββββ
βKafka:tradesβ
ββββββββββββββ
</div>
<h4>4.3 Real-time Dashboard Flow</h4>
<div class="arch-diagram">
βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
β BROWSER β
β βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ β
β β Dashboard UI β β
β β βββββββββββ βββββββββββ βββββββββββ ββββββββββββββββββββ β
β β β Orders β β Trades β β Book β β Statistics ββ β
β β ββββββ²βββββ ββββββ²βββββ ββββββ²βββββ ββββββββββ²ββββββββββ β
β βββββββββΌββββββββββββΌββββββββββββΌββββββββββββββββΌβββββββββββ β
β β β β β β
β βββββββββββββ΄ββββββ¬ββββββ΄ββββββββββββββββ β
β β β
β βββββββββΌβββββββββ β
β β EventSource β SSE Connection β
β β /stream β β
β βββββββββ¬βββββββββ β
ββββββββββββββββββββββββββββββΌβββββββββββββββββββββββββββββββββββββ
β HTTP (SSE)
βΌ
ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
β DASHBOARD SERVER β
β β
β ββββββββββββββββ ββββββββββββββββ ββββββββββββββ β
β βKafka ConsumerβββββββΆβ SSE BroadcastββββββΆβ Clients β β
β β (orders, β β Queue β β Queue[] β β
β β trades, β ββββββββββββββββ ββββββββββββββ β
β β snapshots) β β
β ββββββββββββββββ β
β β
β ββββββββββββββββ ββββββββββββββββ β
β β REST API βββββββΆβ Matcher β /orderbook, /trades β
β β /data β β Proxy β β
β ββββββββββββββββ ββββββββββββββββ β
ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
</div>
<h4>4.4 Complete System Interaction</h4>
<div class="arch-diagram">
βββββββββββ βββββββββββ βββββββββββ
βFIX Cli 1β βFIX Cli 2β βFrontend β
ββββββ¬βββββ ββββββ¬βββββ ββββββ¬βββββ
β β β
βββββββ¬ββββββ΄ββββββββββββ
β
βΌ
βββββββββββββββ
β FIX OEG ββββββ FIX 4.4 Protocol
ββββββββ¬βββββββ
β
βΌ
ββββββββββββββββββββββββββββββββββββββ
β KAFKA CLUSTER β
β ββββββββββββββββββββββββββββββββ β
β βorders ββtrades ββsnapshots β β
β βββββ¬ββββββββββ²βββββββββββ²ββββββ β
ββββββββΌββββββββββΌβββββββββββΌββββββββ
β β β
βββββββΌββββββββββΌβββββββββββΌββββββ
β βΌ β β β
β ββββββββββ β β β
β βMATCHER ββββββ β β
β β β β β
β β Book β β β
β β Match β β β
β β Trade β β β
β ββββββββββ β β
β β² β β
β β REST β β
β β β β
β βββββ΄βββββββββββββββββββββ΄βββ β
β β DASHBOARD β β
β β (SSE + Kafka Consumer) β β
β βββββββββββββββββββββββββββββ β
β β
β βββββββββββββββββββββββββββββ β
β β MD FEEDER (MDF) ββββ
β β Orders + Snapshots β
β βββββββββββββββββββββββββββββ
β DOCKER NETWORK
ββββββββββββββββββββββββββββββββββ
</div>
<h4>4.5 Message Sequence: New Order to Trade</h4>
<div class="arch-diagram">
FIX Client FIX OEG Kafka Matcher Dashboard
β β β β β
βββ35=DβββββΆβ β β β
βNewOrder β β β β
β βββJSONβββββΆβ β β
β β [orders] β β β
β β βββconsumeβββΆβ β
β β β β β
β β β βββmatch() β
β β β β β
β β ββββtradeβββββ β
β β β [trades] β β
β β β β β
β β βββββββββββββββconsumeββββΆβ
β β β β β
β β β β render()
β β β β β
</div>
</div>
<div class="section">
<h2>6. Kafka Topics</h2>
<table>
<tr><th>Topic</th><th>Producers</th><th>Consumers</th><th>Content</th></tr>
<tr><td><code>orders</code></td><td>FIX OEG, MDF, Frontend</td><td>Matcher, Dashboard</td><td>New/Cancel/Amend orders</td></tr>
<tr><td><code>trades</code></td><td>Matcher</td><td>Dashboard, Consumer</td><td>Executed trades</td></tr>
<tr><td><code>snapshots</code></td><td>MDF</td><td>Dashboard</td><td>BBO updates</td></tr>
</table>
</div>
<div class="section">
<h2>7. Message Formats</h2>
<h4>Order (New)</h4>
<div class="code-block json">{
"symbol": "ALPHA",
"side": "BUY",
"price": 25.50,
"quantity": 100,
"cl_ord_id": "MDF-1234567890-1",
"timestamp": 1234567890.123,
"source": "MDF"
}</div>
<h4>Order (Cancel)</h4>
<div class="code-block json">{
"type": "cancel",
"orig_cl_ord_id": "MDF-1234567890-1",
"symbol": "ALPHA",
"timestamp": 1234567890.456
}</div>
<h4>Order (Amend)</h4>
<div class="code-block json">{
"type": "amend",
"orig_cl_ord_id": "MDF-1234567890-1",
"cl_ord_id": "amend-1234567890",
"symbol": "ALPHA",
"quantity": 150,
"price": 25.45,
"timestamp": 1234567890.789
}</div>
<h4>Trade</h4>
<div class="code-block json">{
"symbol": "ALPHA",
"price": 25.50,
"quantity": 100,
"buy_order_id": "order-123",
"sell_order_id": "order-456",
"timestamp": 1234567890.123
}</div>
<h4>Snapshot (BBO)</h4>
<div class="code-block json">{
"symbol": "ALPHA",
"best_bid": 25.45,
"best_ask": 25.55,
"bid_size": 500,
"ask_size": 300,
"timestamp": 1234567890.123,
"source": "MDF"
}</div>
</div>
<div class="section">
<h2>8. SSE Events</h2>
<table>
<tr><th>Event</th><th>Data</th><th>Trigger</th></tr>
<tr><td><code>connected</code></td><td>{status}</td><td>Client connects</td></tr>
<tr><td><code>init</code></td><td>{orders, bbos, trades}</td><td>Initial state dump</td></tr>
<tr><td><code>order</code></td><td>Order JSON</td><td>New order received</td></tr>
<tr><td><code>trade</code></td><td>Trade JSON</td><td>Trade executed</td></tr>
<tr><td><code>snapshot</code></td><td>BBO JSON</td><td>Price update</td></tr>
</table>
</div>
<div class="section">
<h2>9. Configuration</h2>
<table>
<tr><th>Variable</th><th>Default</th><th>Description</th></tr>
<tr><td><code>KAFKA_BOOTSTRAP</code></td><td>kafka:9092</td><td>Broker address</td></tr>
<tr><td><code>MATCHER_URL</code></td><td>http://matcher:6000</td><td>Matcher API</td></tr>
<tr><td><code>TICK_SIZE</code></td><td>0.05</td><td>Min price increment</td></tr>
<tr><td><code>ORDERS_PER_MIN</code></td><td>8</td><td>MDF rate</td></tr>
<tr><td><code>KAFKA_RETRIES</code></td><td>30</td><td>Connection retries</td></tr>
</table>
<h4>Securities (shared_data/securities.txt)</h4>
<div class="code-block">#SYMBOL start_price current_price
ALPHA 25.00 25.00
EXAE 42.00 42.00
PEIR 18.50 18.50
QUEST 12.75 12.75</div>
</div>
<div class="section">
<h2>10. Development Commands</h2>
<h4>Build & Run</h4>
<div class="code-block">docker compose up --build # Start all
docker compose up -d --build # Background
docker compose logs -f dashboard # Follow logs
docker compose down # Stop all</div>
<h4>Reset Data</h4>
<div class="code-block">docker compose down
docker volume rm stockex_matcher_data
docker compose up -d</div>
<h4>Container Access</h4>
<div class="code-block">docker exec -it matcher bash
docker exec -it dashboard bash
docker logs matcher --tail 50</div>
<h4>API Testing</h4>
<div class="code-block">curl http://localhost:6000/orderbook/ALPHA
curl http://localhost:6000/trades
curl http://localhost:5005/data</div>
</div>
<div class="screenshot">
<img src="screenshots/dashboard.png" alt="StockEx Dashboard">
<p style="font-size:10pt; color:#666;"><em>StockEx Trading Dashboard - Real-time Market View</em></p>
</div>
<hr>
<div class="footer">
<strong>StockEx Trading Platform v1.0</strong><br>
Developer Guide | Euronext OPTIQ Inspired<br>
<p style="margin-top:10px;">Print to PDF: Ctrl+P β Save as PDF</p>
</div>
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