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Subject: [OASIS Issue Tracker] (ENERGYINTEROP-723) Matching Engine Privacy


    [ https://issues.oasis-open.org/browse/ENERGYINTEROP-723?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=80752#comment-80752 ] 

Toby Considine commented on ENERGYINTEROP-723:
----------------------------------------------

I think this is potentially deeper than that.
At least one set of comments implies submission of a set of (stream) of quantities wanted in each hour at a price.
Other comments suggest an array of quantities desired at each price, and refers to them as a double auction; one imagines that a market with a single buyer and a single seller could result in a double auction to clear each. 

As to algorithms used for less ornate bidding this seems to be a solid reference:
https://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+Globex+Matching+Algorithm+Steps
I don't think we need more detail than that.


> Matching Engine Privacy
> -----------------------
>
>                 Key: ENERGYINTEROP-723
>                 URL: https://issues.oasis-open.org/browse/ENERGYINTEROP-723
>             Project: OASIS Energy Interoperation TC
>          Issue Type: Bug
>          Components: cts
>    Affects Versions: CTSPR01
>         Environment: Horia Pop; Lateral Inc https://lists.oasis-open.org/archives/energyinterop-comment/202112/msg00001.html
>            Reporter: Toby Considine
>            Assignee: Toby Considine
>            Priority: Major
>              Labels: MARKET, PRIV-SEC
>
> *Matching Engine Privacy*
> I believe the matching algorithm (or at least the type) in a market should be public information to the participants not hidden. It provides trust in the market and allows participants to develop trading strategies accordingly.
> _[Lines 273]_



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