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• By default MarketFactory stores up to 64 historic quotes in a per-pair cache.

• Enabling Stale Quote protection ensures that the client will never submit orders to the venue against quotes in this cache beyond a certain staleness:

• StaleAfterMilliseconds (chronological age) <2000ms - The number of milliseconds at or after which a quote is considered stale and excluded from consideration for quotes that can be sent to a venue. We start timing staleness of a quote at the point the quote is deleted. The most recent quote is always valid.

• DeleteMessageBuffer (number of quotes age) = 5 - The number of ticks for which a quote is valid. Quotes that arrived less recently than this number of ticks are considered stale and excluded from consideration for quotes that can be sent to a venue. The most recent quote is always valid.

If both parameters are specified, either setting can cause a quote to be removed from consideration.  Another way to think of it is that both conditions must be satisfied in order for a quote to be considered valid.

Example

Quotes

To keep the example simple, we'll use only bid quotes. The example below displays that the history of quotes that live for a duration of a single tick.

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