Information sent between cycle_starting/started and cycle_ending/ended

[chriskohlhoff]

Was just looking at that market data sequence diagram, but this may apply to the other protocols as well. It may be worth listing the kinds of messages you can receive between the cycle_starting/started and cycle_ending/ended pairs. For example, here:

https://github.com/Power-Trade/api-docs/blob/d286369422c5794fb2ac87fe796c66bf01852736/protocols/puml/market_data_protocol.puml#L38-L39

In general the following between cycle_starting and cycle_started you will receive information that "carries over" from before the cycle started. For market data this means:

• Reference data for existing deliverables and and tradeable entities (e.g. deliverable, tradeable_entity).
• The state of the tradeable entities as the beginning of the cycle (trading_state).
• Restatement of display orders that were already open before the cycle started (display_order_added).
• Top of book information if there are open orders (top_of_book).

After cycle_started, we're now in the real-time market data phase, which can include new reference data (e.g. for newly added options), as well as any of the other messages.

Between cycle_ending and cycle_ended you may receive deletions for orders that are expiring (display_order_deleted for orders who have reached the end of their good_for_cycles).

[kernelbee]

@chriskohlhoff : thank you very much again; the mentioned suggestion is implemented and can be reviewed in: https://github.com/Power-Trade/api-docs/commit/5716d0054764b6c619c42e04b6bab4aa0df9d923

[kernelbee]

• https://github.com/Power-Trade/api-docs/commit/03771e95d4e7295f24f70b16f9e9896943593681

[kernelbee]

Was addressed, so closing as done