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The Price Engine is the core of the FasQuote trading platform. It is best described as an event sourced architecture consisting of a number of modules that handle various pricing functions. The aggregation module receives incoming price streams from one or more liquidity providers. The aggregator Aggregation passes price events to the pricing module, which is responsible for margining. The pricing module in turn calls the publishing module to distribute margined prices to FastQuote customers. The following diagram illustrates the Price Engine modules and services:
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