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Re: Where to start


Nick
 

No, that's not the way to go.

All data is coming from a single socket so no need for extra threads.

Each market data request has a unique id that you supply. When a quote arrives you look at the id so you know what symbol it is, then process that symbol.

Same idea for orders and pretty much everything else - they all have id's so you know what the arriving data is.

You make your requests and respond to replies as they come in. The general idea isn't too hard.

The api has gotcha's that everyone encounters. You develop your app one step at a time, verifying that each step is doing what you need.

On 5/1/2022 7:28 PM, alifaisal01@... wrote:
Is my assumption correct that I have to start with multithreaded application with 10 threads monitoring that tickers?

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