Problem:
Currently we are only supporting order invalidation (0x07) and re-issuing a new order (0x06) which is not ideal and somewhat error prone since implementations need to take care of processing things in the right order, also there is short time frame where there the order is not available.
Proposal:
This issue is about a new message type OrderUpdate (e.g. as 0x10 or 0x061/0x6b) which instructs a peer to update price and/or quantity of the order without invalidation and order downtime.
kilrau
commented
3 years ago
Problem: Currently we are only supporting order invalidation (0x07) and re-issuing a new order (0x06) which is not ideal and somewhat error prone since implementations need to take care of processing things in the right order, also there is short time frame where there the order is not available.
Proposal: This issue is about a new message type
OrderUpdate(e.g. as0x10or0x061/0x6b) which instructs a peer to update price and/or quantity of the order without invalidation and order downtime.