Skip to content

Release for Fix8Pro 22.03 beta
Compare
Choose a tag to compare
@dakka dakka released this 03 Apr 06:05
· 5 commits to dev since this release
22.03_orders
4960b3a
This commit was created on github.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.

Introduction

This release offers a more detailed example using Fix8Pro.

Features

  • All the features of 20.12
  • Supports two modes - Order mode (default) or Market Data mode
  • In Market Data mode
    • implements a simple aggregated order book
    • allows client to subscribe to incremental or full refreshes
    • implements simple matching and trade reporting
    • includes VWAP calculation, orderbook imbalance
    • demonstrates delta updates
  • Provides message summary mode

Operation

The user can select Order mode or Market Data mode from the command line.

Browse the source

Assets 2
Loading