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Top of book quoter #49

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kapilsh opened this issue Dec 3, 2019 · 1 comment
Open

Top of book quoter #49

kapilsh opened this issue Dec 3, 2019 · 1 comment
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C++ C++ programming language feature New feature or request strategy

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kapilsh commented Dec 3, 2019 •
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  • Connect to market data feed
  • Connect to order gateway
  • On market data update, send cancel and replace
  • Publish quoter summary messages
  • Listen to orders from risk server and generate P/L, position summary etc.
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kapilsh commented Dec 3, 2019

Depends on #48

@kapilsh kapilsh self-assigned this Dec 7, 2019
@kapilsh kapilsh added C++ C++ programming language feature New feature or request strategy labels Dec 7, 2019
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