Sections

In order to access the Server, a Client must log into the system and establish a session. This is accomplished by sending a Login message.

This section lists the internal messages that the engine uses. These are not intended for any other purpose.

This document outlines the message protocol (API) used for communication with the MarketGrid Matching Engine. We define communication between a Client and a Server. A Client is any computer process that uses the API to send messages to and receive messages from the Matching Engine. A typical Client is a browser-based GUI front-end. A Server is an instance of the MarketGrid Matching Engine.

The following messages have not been assigned to a documentation section:

Descriptions of connection methods and encoding.

A transaction is a specific pair of messages passed between a Client and a Server. Examples of transactions are a Login Transaction, an OrderNew Transaction and an OrderAmend Transaction. In each case, a Client sends a transaction message to the Server. The Server may process the transaction itself, or send the transaction onto a further destination (such as an exchange trading engine). In any event, the Server responds to the transaction with one and only one transaction reply message.