This release is mainly about
- FIX 4.4 order state changes.
- API changes to better support and align with FIX conventions.
- Internal changes to manage order state changes.
OrigClOrdIDis now supported for chaining.
conditional_on_versionis now supported to manage the inherent race condtions between exchange, gateway and FIX bridge.
Some of the key changes
conditional_on_versionhas been added as optional fields to
OrderAckwill now always communicate a non-zero version number to allow client implementations to more easily match response to request.
OrderUpdatenow communicates maximum version for sent requests, received responses and accepted responses. These change are necessary to support inherent race conditions for in-transit messages between FIX bridge, gateway and exchange.
MarketByPrice) can now optionally communicate implied quantity, number of orders and depth level.
More details can be found in the CHANGELOG.