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Merge pull request #92 from paritytrading/features/net-version
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Update network protocols to version 2
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jvirtanen authored Aug 15, 2017
2 parents c4c13f1 + c5de606 commit 555d220
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Showing 5 changed files with 33 additions and 4 deletions.
11 changes: 10 additions & 1 deletion libraries/net/doc/PMD.md
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Expand Up @@ -37,7 +37,7 @@ Version message as the first message in a trading session.
Name | Length | Type | Notes
-------------|--------|--------|------
Message Type | 1 | Text | `V`
Version | 4 | Number | 1
Version | 4 | Number | 2

### Order Added

Expand Down Expand Up @@ -88,4 +88,13 @@ Canceled Quantity | 8 | Number |

## History

- **Version 2.** This version contains the following changes:
- Remove the Seconds message
- Remove the Order Deleted message
- Remove the Broken Trade message
- Represent prices using the minimum price increment
- Represent quantities using the minimum quantity increment
- Represent prices using 8 bytes
- Represent quantities using 8 bytes
- Represent timestamps using 8 bytes
- **Version 1.** Initial version.
16 changes: 15 additions & 1 deletion libraries/net/doc/PMR.md
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Expand Up @@ -36,7 +36,7 @@ Version message as the first message in a trading session.
Name | Length | Type | Notes
-------------|--------|--------|------
Message Type | 1 | Text | `V`
Version | 4 | Number | 1
Version | 4 | Number | 2

### Order Entered

Expand Down Expand Up @@ -100,4 +100,18 @@ Match Number | 4 | Number |

## History

- **Version 2.** This version contains the following changes:
- Add the Version message
- Rename the Order message to the Order Entered message
- Add the Order Added message
- Rename the Cancel message to the Order Canceled message
- Remove the Username field from the Order Canceled message
- Remove the Instrument, Price, Buyer, Buy Order Number, Seller, and Sell
Order Number fields from the Trade message
- Add the Resting Order Number and Incoming Order Number fields to the Trade
message
- Represent prices using the minimum price increment
- Represent quantities using the minimum quantity increment
- Represent prices using 8 bytes
- Represent quantities using 8 bytes
- **Version 1.** Initial version.
6 changes: 6 additions & 0 deletions libraries/net/doc/POE.md
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Expand Up @@ -154,4 +154,10 @@ Reason | Description

## History

- **Version 2.** This version contains the following changes:
- Remove the Broken Trade message
- Represent prices using the minimum price increment
- Represent quantities using the minimum quantity increment
- Represent prices using 8 bytes
- Represent sizes using 8 bytes
- **Version 1.** Initial version.
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Expand Up @@ -13,7 +13,7 @@ public class PMD {
private PMD() {
}

public static final long VERSION = 1;
public static final long VERSION = 2;

public static final byte BUY = 'B';
public static final byte SELL = 'S';
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Expand Up @@ -16,7 +16,7 @@ private PMR() {
/**
* The protocol version.
*/
public static final long VERSION = 1;
public static final long VERSION = 2;

static final byte MESSAGE_TYPE_VERSION = 'V';
static final byte MESSAGE_TYPE_ORDER_ENTERED = 'E';
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