At this point, we have a good understanding of how to write a trading system and writing the code for all the critical components. We went into detail about book building, creating trading signals, and getting a market response.
In this chapter, we will introduce the component that's in charge of communicating with the outside world and the gateway. We will look at the different functionalities of this component and describe the different types of protocols that we will encounter. Finally, we will implement a gateway that will connect to a real liquidity provider.
In this chapter, we will cover the following topics:
- Making a trading system trade with exchanges
- Reviewing the Communication API
- Receiving price updates
- Sending orders and receiving market responses