How to Use This Book¶
Protocols and Clients is for connecting your own program to EduMatcher: a trading client, a market-data consumer, a reconciliation tool, a dashboard or a test harness. It describes every external protocol, how a session with each gateway behaves, every message, and how to write and test a client.
| Who it is for | Developers of clients, feed handlers, dashboards and tools |
| What it assumes | You can run the exchange (the Quick Start Guide) and you know the trading basics — orders, fills, the order book (the Participant Guide, Part I) |
| What it leaves to other books | Starting and configuring the gateways (Operator's Guide, Part V); how the engine works inside (Architecture and Developer Guide); the AI traders, which are ALF clients like any other (AI Traders and Market Simulation) |
How the book is organized¶
| Part | What you find |
|---|---|
| I. Choosing and connecting | Which protocol fits which purpose, and how they compare |
| II. Specifications | The normative reference for ALF, BALF, CALF, RALF, LALF and the REST and WebSocket API |
| III. Session behavior | How the market-data and drop-copy feeds behave over time: snapshots, sequence numbers, gaps and replay |
| IV. Writing clients | Example client libraries in Python and C, and the spy tools that show you exactly what a gateway sends |
| V. Message reference | Every internal message and field, generated from the message specifications |
Where to start¶
- Protocols Overview tells you which protocol to use. For a dashboard or a web application, the REST and WebSocket API is usually the right answer.
- Read that protocol's specification in Part II, and its session behavior in Part III where there is one.
- Start from the matching example in Protocol Support Library Examples, and watch the gateway with a spy tool while you develop.
The Training Guide's chapters 22–27 are exercises against each live gateway.