Priorities may change at any time.
Support full market depth.
Support full FIX 4.4 order state change (ClOrdID / OrigClOrdID).
This is required to integrate with 3rd party trading platforms.
This is joint effort with a client to support the algorithmic trading efforts.
Better rate-limit management
Some gateways use polling and need better monitoring to detect if a rate-limiter is about to kick in.
Gateways must be able to block order actions if the rate-limiter has been activated. The reason is that an account could otherwise be banned.
Improvements to native simulation framework.
Client support to automatically switch from replay (event-logs) to live feed (gateways).
Review ClickHouse schema to support compression.
Review ClickHouse schema to better third-party simulation frameworks.