• QuoteRequest: When the LP receives an initial quote request from the venue, it may not have an amount filled. FXAll does not fill in this value, it is up to the LP to specify their own amount.
• Up to 3 levels in a stream.
• Order ID generation: On FXAll, the LP is expected to use the values that were filled in the
NewOrder message.
• Behavior on bad messages: For FXAll, the failure is silent, there will be no price in the market.
• isBaseSpecified: For FXAll, this field is only applicable on the NewOrder. It is not applicable in the response messages (AcceptOrder, RejectOrder).
Overview
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