A client can enable the drop-copy mode using the
This requires alignment with the gateway TOML config where the
option must be set for that particular user.
Gateways will reject connection attempts by clients who have enabled the
drop-copy while the gateway config does not have the corresponding
drop_copy option set.
A drop-copy client will have visibility to messages that are normally only routed to specific clients.
For example, the
TradeUpdate message are normally
only routed to the client that the created the order.
A drop-copy client will also receive these messages.
user field is attached to those messages which can then be used for
TradeUpdate will have
that are SPECIFIC to the originating client.
In other words: the key is
Trades originating from orders external to Roq, will have an empty
Except for having to decode all such messages, there’s no additional overhead.
A drop-copy client will only process market data as per normal subscription: these message are never directed to specific clients.