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[roq-api] order_id must be uint64_t #377

Closed thraneh closed 1 year ago

thraneh commented 1 year ago

We previously used uint32_t with an effective range of 24 bits.

Some use cases involve high throughput and working orders across all restarts. It was deemed that ~16M possible order_id's would not be enough.

We have therefore decided to make the type uint64_t with an effective range of 48 bits.

Furthermore, we will change the gateways to reset max_order_id to startup time (wall clock) upon restarts.

This allows for the uniqueness and range that we are looking for.

This change will feed into the use of ClOrdID. Another issue will be opened to track the progress of that issue.