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RFQ session lookup during quote accept message parsing #1128

Merged
merged 2 commits into from
Sep 20, 2024
Merged

RFQ session lookup during quote accept message parsing #1128

merged 2 commits into from
Sep 20, 2024

Commits on Sep 19, 2024

  1. rfqmsg: extend IncomingMsg interface with methods MsgPeer and MsgID 

    This modification simplifies incoming message handling in future
commits.
    @ffranr
    ffranr committed Sep 19, 2024
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  2. 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.
    @ffranr
    ffranr committed Sep 19, 2024
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