07 March 2005

London Stock Exchange Retail Service Provider Gateway - Programming with WSE

LSE RSP Gateway (London Stock Exchange Retail Service Provider Gateway) is a London Stock Exchange service providing a central facility for routing quote and execution messages between private client brokers and Retail Service Providers.

Based on the public information available on: RSP Technical CTG Presentation, design and implement a RSP Gateway using SOAP messaging and WSE

What we trying to achieve by this exercise:
This exercise will likely to use knowledge you have on following domain: SOAP (synchronous/asynchronous) messaging, web services, multithread, WSE (Web Services Enhancements), windows services, instrumentation, configuration

Draft requirement and tasks list

Part 1 The Gateway
Task1. Implement functions listening to income requests for stock quote from brokers.
Task2. Implement functions reply to brokers for the stocks prices asked.
Task3. Implement functions ‘broadcasts’ request to RSPs for quotes on a particular stock.
Task4. Collect quotes from RSPs
Task5. Orchestrate the workflow, business logics.
Task6. If the gateway is not implemented as a windows service, please turn that into a windows service.

Part 2 The broker and RSP console
Task1. Implement a broker console program that request stocks quotes from RPS Gateway and display the stock quotes
Task2. Implement a RSP console that reply to RSP with their best price.
Task3. Demonstrate multiple brokers and RSP work concurrently

Part 3 Deal Execution
Task1 Modify the gateway so it can propagate deal requests to the RSP based on the offer. (Broker to provide information on who offers the deal so the gateway can route it to the specific RSP).
Task2 Modify the gateway so the dealt result from RSP can be routed back to the broker.
Task 3. Modify the broker console to handle deal request and reply.
Task 4. Modify the RSP console to handle deal execution and reply.

Hope I can find some time this week.

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