Order Management System Guide

Learn how to build a comprehensive order management system that handles the complete lifecycle of trades. This guide covers order processing, execution management, and position tracking components.

Order Processing

Order Lifecycle

Managing order states and transitions

Key Features

  • Order validation
  • State management
  • Order modification
  • Cancellation handling

Order Types

Support for various order types

Key Features

  • Market orders
  • Limit orders
  • Stop orders
  • Algorithmic orders

Execution Management

Smart Order Routing

Intelligent order routing system

Key Features

  • Best execution
  • Market fragmentation
  • Routing rules
  • Venue selection

Execution Analytics

Track and analyze executions

Key Features

  • Transaction cost analysis
  • Execution quality
  • Slippage analysis
  • Performance metrics

Position Management

Position Tracking

Real-time position monitoring

Key Features

  • Portfolio positions
  • Risk exposure
  • P&L calculation
  • Position reconciliation

Trade Settlement

Post-trade processing

Key Features

  • Settlement tracking
  • Failed trade handling
  • Clearing process
  • Settlement reporting

Related Resources

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