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market-data-gateway-fixsim

This service implements the market data source api. It connects to the fix market simulator using the FIX market data protocol over a two way streaming gRpc connection. Internally it implements a per client conflating queue such that slow clients will always receive the latest quote. The service can be scaled by increasing the statefulset replica count. The market data service will load balance subscription requests by listing id across all the gateways for a given market (fix simulator)