Comments (1)
This is actually not that useful in the order book reconstruction, because the current version only exposes aggregate information on the best price level.
from parity.
Related Issues (20)
- Trade method in MarketReporter doesnt have the execution price HOT 2
- Matchnumber starts with 1
- Cancel Order is missing to be reported to MarketReporter
- Pricing less then 1 is received as 0 in MatchingEngine HOT 1
- How to define size-fraction-digits in parity system application? Why Instrument.java is not used in Parity System in Matching Engine HOT 3
- Broken Pipe Exception on Parity Client HOT 3
- canceledQuantity of event Cancel wrong HOT 3
- Just New on here HOT 2
- System and fix application are in memory? HOT 1
- Matching Engine's OrderBook not cleared after order Match event HOT 2
- How to close any connection with system and client HOT 3
- Hi @jvirtanen , How to close connection code wise without terminal client terminates. HOT 1
- Do not depend on Foundation HOT 9
- Cannot login to a TCP connection for market-data HOT 1
- Market Orders HOT 2
- simulator throwing exception/not connecting HOT 1
- How do i connect to a ITCH host that using https. i keep on getting an error that the connection was refused HOT 1
- support post-only orders
- Full market depth HOT 1
- Modify Price - Pending Modify HOT 1
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from parity.