You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
The Gateway is the exchange’s client-facing ingress layer responsible for maintaining FIX sessions with brokers and HFTs, receiving inbound order messages, and performing lightweight protocol and session validation before orders enter the deterministic core.
As a process it-
Listens on a TCP port.
Accepts many client connections (brokers/HFTs).
Parses very simplified FIX-like NewOrderSingle messages.
For each order, generates an internal order ID, sends back a simple FIX ack with that internal ID and send the order to sequence process.
Activity
[-][Exchange-3] Gateway Process[/-][+][Exchange-3] Gateway Service[/+]