The Lab

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  • Chapter 7 describes how to migrate from the classic API. 

  • Chapters 8 and 9 are devoted to regular “taking” trading and market-making via the classic API. 

  • Chapter 10 contains a glossary and notes on venue-specific behaviours 

  • Appendix A contains the mappings from XML to the message types. These mappings are machine-generated directly from the XML. 

  • Appendix B details the mappings for each message field in the classic MFAPI messages to the fields as used in the SBE implementation.

 

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