The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

...

The MarketFactory Aggregate Feed (Agg-Feed) is a coalesced connection to the MFClient combining MFAPI combining marketdata from a range of connections specified by a customera customer. The participating Feeds that direct markerdata to directing markerdata to the Agg-Feed are specified defined within the static configuration for Whisperer. Orders sent to the Feed using the trade session are considered "Parent orders".

The parent orders may then be further fragmented into "child orders" that can be distributed between different Feeds (that give access to separate liquidity pools). The Feeds can then be 

Order Types Permitted

The Agg Feed permits three order types;

  • IOC LIMIT ORDERS
  • GTC LIMIT ORDERS
  • GTC STOP ORDERS
  • GTC STOP LIMIT ORDERS

Agg-Feed Topology Diagram

 

Agg Feed Limits in the Portal

...