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January 07, 2019, 06:52:18 PM |
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The news was published on December 16 in the official telegram chat.
Author Slava Baikalov
In November, the development team presented the first working version of the matching engine, and the first prototype of the OrderBookDepth service. Service OrderBookDepth is responsible for the formation of anonymous market information in the form of a table of price levels. The logic of this service will be used to transmit market information to clients using different protocols: Binary, FIX FAST, JSON (WebSocket). The development of the first version of the data validation system was completed, responsible for conducting checks on all incoming messages.
The product team completed work on message formats both external and internal, and completed the formation of requirements for post-trade services, including the clearing and settlement mechanism, the process of decomposing tasks and planning their implementation started. In addition to the development tasks, the product team is actively engaged in the promotion of technological solutions on the market.
The plans for the month, the product team will continue to form the logic for processing incoming messages, and in particular the user interaction with a set of gateways (trading gateway, post-trade gateway) for various scenarios. The development team plans to make a codec to broadcast the data of the OrderBookDepth service in the Binary format. In December, the team is faced with the task of compiling a detailed description of post-trade functions, such as maintaining client positions and managing limits.
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