Introduction
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.
All communication between a Client and Server is non-blocking at the application level.