Open tonygonzalezuk opened 6 years ago
The FIX gateway should handle all order related messages:
The FIX gateway should store information about a NewOrderSingle and enrich the ExecutionReport on the way back.
The FIX gateway should keep track of the Client Order Id and account - a field that a user supplies.
mapping of client order id to our id (source address and eventTime ) longer term we need persistence for this
longer term, if a client disconnects , we should cancel all their orders
The FIX gateway should translate fields into the fields the XCL Exchange uses.
The XCL Exchange might needs additional fields that are needed by the FIX protocol.
The FIX gateway should handle all order related messages:
The FIX gateway should store information about a NewOrderSingle and enrich the ExecutionReport on the way back.
The FIX gateway should keep track of the Client Order Id and account - a field that a user supplies.
mapping of client order id to our id (source address and eventTime ) longer term we need persistence for this
longer term, if a client disconnects , we should cancel all their orders
The FIX gateway should translate fields into the fields the XCL Exchange uses.
The XCL Exchange might needs additional fields that are needed by the FIX protocol.