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rfq+rfqmsg: lookup RFQ session while parsing incoming messages
Future RFQ quote accept messages will not contain enough information for the RFQ service to classify them as buy or sell. Therefore, before these messages can be fully interpreted, the corresponding quote request message must be retrieved and inspected. This commit modifies the parsing of incoming quote accept messages so they can be accurately classified as buy or sell by looking up the associated quote request message. As a beneficial side effect, parsed quote accept message fields are now fully populated within the parsing routine.
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This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters