Enum MatchAlgorithm

Namespace

DatabentoDotNet.Dbn

Assembly

DatabentoDotNet.Dbn.dll

The type of matching algorithm used for the instrument at the exchange.

public enum MatchAlgorithm : byte

Extension Methods

WireStrings.ToChar(MatchAlgorithm)

Fields

Allocation = 65

Like ProRata, but includes a configurable allocation to the first order that improves the market.

Configurable = 75

A configurable match algorithm.

EurodollarFutures = 89

Special variant used only for Eurodollar futures on CME.

Fifo = 70

First-in-first-out matching.

FifoLmm = 84

Like Fifo but with LMM allocations prior to FIFO allocations.

FifoTopLmm = 83

Like FifoLmm but includes a configurable allocation to the first order that improves the market.

InstitutionalPrioritization = 86

A two-pass FIFO algorithm. The first pass fills the institutional group the aggressing order is associated with; the second pass matches orders without one.

ProRata = 67

Trade quantity is allocated to resting orders based on a pro-rata percentage: resting order quantity divided by total quantity.

ThresholdProRata = 79

Like ProRata but includes a configurable allocation to the first order that improves the market. Minimum order thresholds may exist.

ThresholdProRataLmm = 81

Like ThresholdProRata but includes a special priority to LMMs.

TimeProRata = 80

Trade quantity is shared between all orders at the best price. Orders with the highest time priority receive a higher matched quantity.

Undefined = 32

No matching algorithm was specified.

Remarks

Char-valued: each variant's numeric value is its ASCII character code, and that character is the only wire/text form this type has — there is no separate string representation. Use ToChar(MatchAlgorithm) to read it as a char. The char values are not alphabetical or sequential, and several letters coincide with unrelated meanings in other enums (e.g. 'C' here is ProRata, but 'C' in InstrumentClass is Call) — these are separate byte spaces. Rust marks Undefined as the type's default, but C#'s implicit default(MatchAlgorithm) is the zero value (MatchAlgorithm)0, which has no name here — reference Undefined explicitly where upstream's default matters.