| CPC G06Q 40/04 (2013.01) | 7 Claims |
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1. A non-transitory computer-readable recording medium storing a trading program for causing a computer to execute a process comprising:
acquiring a number of sell orders for each of sell limits and a number of buy orders for each of buy limits;
executing one of pairings of one of the sell orders and one of the buy orders in which one of the sell limits of the one of the sell orders is equal to or lower than one of the buy limits of the one of the buy orders, among the pairings of the sell orders and the buy orders, based on the acquired number of the sell orders for each of the sell limits and the acquired number of the buy orders for each of the buy limits; and
resolving an execution price for each of executions, wherein
the acquiring includes
acquiring a number of sell orders for each of the sell limits and a number of buy orders for each of the buy limits for new orders, and the executing includes:
merging a part of new sell orders higher than a present price and a part of new buy orders at the present price or lower with existing orders;
determining whether or not there are existing buy orders equal to or higher than some of the sell limits of another part of the newsell orders at the present price or lower, and matching the another part of the newsell orders at the present price or lower and the existing buy orders when there are the existing buy orders;
determining whether or not there are existing sell orders equal to or lower than some of the buy limits of another part of the new buy orders higher than the present price, and matching the another part of the new buy orders higher than the present price and the existing sell orders when there are the existing sell orders;
matching a remaining part of the newsell orders and a remaining part of the new buy orders;
totaling a number of matches between the another part of the newsell orders at the present price or lower and the existing buy orders, a number of matches between the another part of the new buy orders higher than the present price and the existing sell orders, and a number of matches between the remaining part of the newsell orders and the remaining part of the new buy orders to specify a number of the executions; and
specifying and executing matching that consumes an order with a preferential price, based on the specified number of the executions.
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