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[roq-fix-bridge] ExecutionReport.order_id (37) will now always contain a non-empty string #393

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thraneh opened this issue Sep 16, 2023 · 0 comments
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@thraneh
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thraneh commented Sep 16, 2023

It was observed that some client libraries (quickfix) may require a non-empty value for order_id (37).

It is a required field for ExecutionReport. Previous implementation used the empty string.

New implementation will either use client_order_id (from OrderAck or OrderUpdate) or set this field to exec_id (17) if no client_order_id has been received yet.

In summary, rejects may use exec_id for order_id if a reject happens before a order request has been sent to the exchange.

@thraneh thraneh added this to the 0.9.7 milestone Sep 16, 2023
@thraneh thraneh closed this as completed Sep 16, 2023
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