November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Acceptor code example
The role of the acceptor is to receive the connection from the initiator. As an automatic trader, you will rarely code this part. However, you will be improving your knowledge if you know how exchange handle messages are sent by the initiator.
There are two main functions that an acceptor will take care of:
- Market data request handling: This is the function that's called when the market data request is received by the server.
- Order handling: This is the function that's called when order messages are received.
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