Quickstart: YU14-listed-equity-options
1. Generateβ
bash pipeline/generate-state.sh YU14-listed-equity-options
Confirm the generated state and option-instrument artifacts:
rg -n "YU14-listed-equity-options|OccSymbol|contractMultiplier|SNAPSHOT_FORMAT = 3" \
generated/code/target-generated/YU14-listed-equity-options \
generated/code/target-generated/order-matcher
2. Instrument model + multiplied notional behaviorβ
The OCC parser, the multiplier-aware risk math, and the format-3 snapshot round-trip run inside the generated order-matcher test suite:
cd generated/code/target-generated/order-matcher
./gradlew test --tests 'finos.traderx.ordermatcher.lmax.OccSymbolTest'
./gradlew test --tests 'finos.traderx.ordermatcher.risk.BlpRiskStateTest'
./gradlew test --tests 'finos.traderx.ordermatcher.cluster.ClusterSnapshotCodecTest'
3. Option contracts crossing on the cluster bookβ
The cluster suite registers OCC option symbols through committed ingress, seeds and enables them, crosses one contract, and proves the multiplied notional cap and snapshot recovery:
cd generated/code/target-generated/order-matcher
./gradlew test --tests 'finos.traderx.ordermatcher.cluster.*'
4. Live option chain on kindβ
Bring the state up and seed the packaged chain (two underlyings x two expiries x three strikes x call/put, premium-scale prices), then cross one contract:
bash scripts/start-state-YU14-listed-equity-options-generated.sh
bash scripts/proofs/seed-option-chain.sh # seeds accounts, underlyings, and the chain
The script finishes by submitting a resting sell and a crossing buy on one contract and printing the booked cross plus a multiplied-notional rejection probe (an order sized to pass at premium notional but reject at contract notional).
5. Full order-matcher regression + allocation gatesβ
cd generated/code/target-generated/order-matcher
./gradlew test
./gradlew --no-daemon noGcTest
6. State checksβ
TRADERX_SKIP_GENERATE=1 bash scripts/test-state-YU14-listed-equity-options.sh