you should design a matcher engine which performs matching between buy and sell sides of the order book. The matcher receives an input stream consisting of buy and sell orders and after receiving a match command, it should attempt to match any outstanding orders at that point in time. The matcher must ensure that buy order with highest price is matched with sell order with the lowest price. In case of multiple orders have the same price on given side (buy or sell), the matcher should pick order on first come first serve based on timestamp. A buy order for a symbol at price can be matched with any sell order on the same symbol at prices less than or equal to . Thus, a new buy or sell order may be matched with one or more of outstanding sell or buy orders.
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Hi. I have a large experience with JAVA. I worked on various JAVA project small and medium one. so I will give you the best solution and hight code quality. Thanks.