Update FNS with book building algorithm overview + fill amounts clarification #245
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| 2. Discard messages until you receive a `StreamOrderbookUpdate` with `snapshot` set to `true`. This message contains the full orderbook state for each clob pair. | ||
| 3. When you see an `OrderPlaceV1` message, insert the order into the book at the end of the queue on its price level. Track the order's initial quantums (quantity) and total filled quantums. | ||
| 4. When you see an `OrderUpdateV1` message, update the order's total filled quantums. | ||
| 5. When you see a `ClobMatch` (trade) message, update the total filled quantums for each maker order filled using the `fill_amounts` field. |
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I feel like adding some note as to why there's both OrderUpdateV1 and ClobMatch would be helpful. I could imagine this be really confusing why there are two different messages that feel like they are keeping tracking of the exact same thing.
| 2. Generate the protos: `make proto-gen && make proto-export-deps`. | ||
| 3. The generated protos are now in the `.proto-export-deps` directory. | ||
| 4. Use the protobuf compiler (protoc) to [generate stubs](https://protobuf.dev/getting-started/) in any supported language. | ||
| 5. Follow the documentation to write a streaming client. |
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| 5. Follow the documentation to write a streaming client. | |
| 5. Follow the [composite client documentation](api_integration-clients/composite_client) to write a streaming client. |
nit: is there a page we can link to? Above for example, I'm not sure that's the right page
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| </details> | ||
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| ## FAQs |
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Because there's another FAQ section within this one with questions and answers, I think this should either be:
- renamed something more general like "Reference Material," or
- deleted and the subsections elevated
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| Note that DeliverTx maps to exec mode `execModeFinalize`. | ||
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| ### What Are the Exec Modes? |
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To make this fit a little better on this page, I suggest either:
- renaming this to not be a question, e.g. "Exec Mode Reference", or
- moving it to the FAQ section and reformatting it there (Q: what are... )
I also think the code snippet could stay expanded because it helps break up the page at a glace
Co-authored-by: zach <[email protected]>
Co-authored-by: zach <[email protected]>
This PR:
ClobMatchandOrderUpdateV1to know the book state)