[roq-api] Add support for bulk order actions

roq-trading / roq-issues

Issue tracker for Roq's software solutions.

https://roq-trading.com/

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Open thraneh opened 3 years ago

thraneh commented 3 years ago

The API already has some support for batching updates to help with managing the relevant OrderAck's.

This is currently low priority because there are still features being added to and fixes for the single order-action use-cases.

thraneh commented 2 years ago

The test case is the cancel-replace API call from Binance

Preparations

client::Dispatcher now has is_last on send when used with CreateOrder, ModifyOrder or CancelOrder

thraneh commented 2 years ago

Binance cancel-replace is a pre-cursor (to gather some experience) and tracked by #271