Xilytix | Market Place Simulation

Market Place Simulation

Our market place simulation models the trading behaviour of an exchange’s community over time. It imitates the trading activity of investors, advisers, day traders, algos, brokers and other particpants sending orders to the exchange in configurable scenarios.

A market place simulation has the following capabilities:

  • Trading on all exchange symbols is simulated.
  • The shape of symbol’s order book depths can be specified via profiles.
  • The frequency of symbol’s order executions can be specified via profiles.
  • All symbol pricing can track production pricing within a specified margin and variation.
  • The level of market activity (trades and orders) can be specified.
  • Responds to market phases.
  • Responds to external events such as news.
  • Brokerage accounts are simulated with cash and holdings updated with trading executions and settlement feeds.
  • Generates reports which can be reconciled against exchange reports, registry holdings, bank statements and other ancillary system reports.

For high performance, it can be connected directly to an exchange’s trading feed. For more detailed analysis and control, it can connect to our Motionite which, in turn, will connect to an exchange.

Users can create simulation configurations and dynamically start and stop these. The configurations can be coupled to an exchange simulation when testing ancillary services or performing end to end simulation tasks such as prototyping and training.