LMAX API experiences

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ianj
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Posts: 81
Joined: Sat Feb 09, 2013 2:07 am

LMAX API experiences

Post by ianj »

Here would be a good place to discuss any LMAX specific issues

I have listed a few below - and i will attempt to keep them up to date

Continued from here: http://www.stevehopwoodforex.com/phpBB3 ... =64&t=3121

Essentially,
  • Order updates are missing openQuantity but its is in the protocol so you can add in the source itself :)
  • You CAN close part or all of specific positions in the Web UI, but NOT in the API - where you can only close positions according to FIFO and NO HEDGE rules :(
CNS VPS - it just works :-)
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