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[Exchange-3] Gateway Service #5

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@vaasu2002

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.

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