We started a conversation about this yesterday... I believe MT4 is the best exchange for traders. Here is a link to the conversation:
https://bitsharestalk.org/index.php/topic,19763.0.htmlAs far as your other questions:
1. Fee System
-Most brokers trade with 0 fee's but expand the spread
-ECN brokers charge a fee (usually $40 per trade) plus there is a spread
2. Trading interfaces
metatrader 4 is the most accepted
think or swim
ninja trader
bloomberg
3. Order Matching Rules
-Most broker match orders with their pool of funds, then move the order to the open market only if they don't have the liquidity (this is why they can charge lower fees, they attempt to match within their pool of customers)
-ECN Brokers place the order directly into the interbank market (hence the higher cost)
-Bitshares needs to incorporate stop loss and take profit orders for a 3rd party platform like mt4 to use