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barnabyg / fixclient

FIX client application
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Found 2 Bugs #1

Open pabx06 opened 10 years ago

pabx06 commented 10 years ago

playing around with this FIX client and found 2 bugs: They greatly depends on how Fix server publish market updates

1) in Case the FIX server doesn't send the MDEntryPositionNo: the entry book position should be determined based on the current depth-book and MDEntryPx(270=PRICE).

final quickfix.field.MDEntryPositionNo mdPosition = new quickfix.field.MDEntryPositionNo(1);//1..n from most competitive to least

2)in Case2 MDUpdateAction(279=0) 0=New AND MDEntrySize(271=0): should be tread as depthManager.delet( findPositionofEntry(entry))

(in case of level removal MDEntrySize will be 0 even if it new update action instead of delete)

barnabyg commented 10 years ago

Thanks! I will take a look and update the code when I get the chance.