Microsoft just released .NET StockTrader, an end-to-end sample trading solution, at SIFMA.
The application and its source code are not yet available for download. Judging from its technical overview paper, the design is a very standard n-tier, SOA solution:
- Web Application Layer (UI), utilizing ASP.NET and Web Forms
- Middle layer Business Services Layer (BSL), utilizing stateless C# classes
- Data Access Layer (DAL), utilizing ADO.NET and stateless C# classes
The design focus is on the business layer, with WCF based webservices implementation (transaction processing, interoperability, scalability, etc).