Imported from previous forum
[ original email was from Ram Pantangi - ram.pantangi@morganstanley.com ]
Are there any libraries out there to generate ClOrdId on the broker side? I was about to write my own, but thought there should be something already. Thanks.
Are there any libraries out there to generate ClOrdId on the broker side? I was about to write my own, but thought there should be something already. Thanks.
This is completely outside of the finance domain, but Twitter Snowflake is interesting. It is a scalable service for generating unique, generally time-ordered IDs. Maybe overkill for a single-deployment trading system, bu their algorithm for generating IDs is interesting - have a look.
http://engineering.twitter.com/2010/06/announcing-snowflake.html