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Looks like Plexus Interop is yet another middleware abstraction layer. Dresdner did something similar 15 years ago when they open sourced Open Adaptor. There's
by osullivj 9y ago
Looks like Plexus Interop is yet another middleware abstraction layer. Dresdner did something similar 15 years ago when they open sourced Open Adaptor. There's no special source here - no interesting pricing, risk management, quoting, order management or hedging functionality. The source code to Autobahn should be more interesting if it ever gets released since it's DB's single dealer platform across all asset classes. It should include some interesting trading logic.