Add an optional [participantId] to avoid self-dealing

[Benjythebee]

Is your feature request related to a problem? Please describe.
The problem is if I have a single market participant, and that participant for some reason places a buy order and a sell order, they can self-deal and therefore manipulate the price.
If not market manipulation, it can be a "shit what have i done" moment.

Describe the solution you'd like
I think adding an optional "participantId" to the order object can help. The logic should then check if the matching order is from the same participant

[fasenderos]

This is a request that has already been made, and so far I thought it should be handled at the application level (take a look here #149) rather than in the order book, but I’m open to discussing it.

duplicate of: #226 and #149

[Benjythebee]

Thanks! I should have looked a bit deeper.
@vanodevium mentioned that matching engines allow self-dealing but I'm not sure where his sources are from. Not saying it's black and white, but I've found other sources (including ChatGPT lol) that say self-dealing is usually not allowed.

ChatGPT question: https://chatgpt.com/s/t_690113692578819198a86ef044215449
Eures: https://www.eurex.com/ex-en/trade/order-book-trading/matching-principles

When an incoming order (in the extended sense as defined in chapter 7.1 of the Eurex Functional Reference Guide) and a book order would match against each other, T7 checks whether they are owned by the same business unit and whether they carry the same user supplied cross ID. If that is the case, the match between the two orders is prevented and the quantity which would have matched is removed from the order quantity, for both the incoming order and the book order.

It's not a hill I'm willing to die on, happy to continue the discussion

[fasenderos]

You're right — major exchanges like Binance also provide self-trade prevention as an optional flag at the order level (e.g., selfTradePreventionMode), so it definitely makes sense to support it here too.

It’s something I plan to implement. I’ll need to look a bit deeper into how different exchanges handle it (especially how they treat partial matches and cancellation policies), and then gradually integrate it into the order book — probably starting with market and limit orders, and later extending it to conditional orders as well.

Thanks for bringing this up and for the useful references — they’ll help shape the design.

[fasenderos]

If you or anyone else has additional technical documentation, official specs, or insights on how Binance or other exchanges implement STP, your contributions would be greatly appreciated 🙏