RFQ session lookup during quote accept message parsing #1128
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guggero
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This modification simplifies incoming message handling in future commits.
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 PR is not a breaking change. It's related to #871
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.