MarketDataRequest
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.
ExecutionAck
It's worth remembering that while all inbound messages will adhere to the same state transition model, there will necessarily be Venue-specific variation in whether and how outbound ExecutionAck messages are handled.
Order State Transition Diagram
Order Submission and Modification
Order Cancellation
Overview
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