Jussi Virtanen

Results 32 comments of Jussi Virtanen

@daybyter Yes, you might want to take a look at [Philadelphia](https://github.com/paritytrading/philadelphia/tree/improvements/project-structure), which is designed based on Falcon and [Libtrading](https://github.com/libtrading/libtrading). It is currently more complete than Falcon, and contains definitions for...

@divaykin Isn't there usually always some kind of facility (backfill or spin) for catching up on historical market data from earlier in the currently active trading session?

@divaykin If there are trading venues where you have to request historical market data on e.g. order identifier basis, I agree with your sentiment. I'm only familiar with trading venues,...

@da4089 It might make sense to take a look at [FIX Orchestra](https://www.fixtrading.org/standards/fix-orchestra/) as well. The reason is that the latest version of the protocol, FIX Latest, is only available in...

Interesting experiments, @arturo-salinas! I will have a look. 🔍

I took a bit of time to think about this. 💡 In the big picture, what we would like to optimize are the following paths: - values are formatted into...

@barorion I would appreciate a comment from you as you've been interested in allowing applications to provide their own implementations of administrative message handling.

@ddimtirov I would appreciate a comment from you as you've been working on the most recent major API changes heading to the Philadelphia 2.0.0 release.

> On the other hand, this precludes the hypothetical use case where one wants to intentionally stop sending heartbeats, but still keep checking remote timeout. The only reason I can...