The Market must order action or the OrderBook due of the multithreading on previous the pipelines (Serializer, Action) with the seqNum from the FIX protocol.
First approche:
Use an std::queue to store action with a seqNum higher than the actual MarketseqNum await.
Description:
The
Market
must order action or theOrderBook
due of the multithreading on previous the pipelines (Serializer
,Action
) with theseqNum
from theFIX
protocol.First approche:
Use an
std::queue
to store action with aseqNum
higher than the actualMarket
seqNum await.