The Lab

Versions Compared

Key

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

...

Gliffy Diagram
name4.0 Schema_MarketDataRequest_CLOB.01
pagePin1

Order Management

The Orders workflow is always normalised and consistently implements the state transition model as outlined in the diagram below. Where Venue events are absent, synthetic equivalents are generated by Whisperer in their place. These messages are easily discernible by reference to the TradingFlags.IsSynthetic field.

...

Gliffy Diagram
name4.0 Schema_ESP_OrderState.3pagePin8


Order Submission and Modification

Gliffy Diagram
name4.0 Schema_ESP_Order.5pagePin3

Order Cancellation

Gliffy Diagram
name4.0 Schema_OrderCancel.02pagePin1