pyRT.gatea.GateaEx Namespace Reference

GateaEx Wire Protocol. More...

Namespaces
	Enum
	GateaEx string-ified Enumerated Types.
	Messages
	Any message on the GateaEx backbone.
	OuchMsgs
	NASDAQ Ouch Message Pack / Unpack.
	Platform
	GateaEx Platform Stuff:

Detailed Description

GateaEx Wire Protocol.

The Gatea Exchange ATS is a high performance Matching Engine built atop the multicast-enabled GateaEx protocol.

The ATS consists of several components:

Process	Description
atsEngine	Matching Engine
atsProxy	Client facing multi-protocol proxy (FIX, Ouch)
RecordMPAC	Multicast Recorder for Market Data and Live Order d/b

Several multicast streams run on the very tightly controlled GateaEx backbone:

Type	Source	Dest	Description
Order Entry	atsProxy	atsEngine	Add, Replace, Cancel Orders
Order ACK	atsEngine	atsProxy	Order ACK, Reject, Fill
Market Data	atsEngine	RecordMPAC	Order ACK, Reject, Fill
New Order d/b	atsProxy	RecordMPAC	All New Orders to rewind