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Quantitative Finance · Glossary

What is Order-entry path?

Definition 20.5 Networks, Hardware and Trading Infrastructure · Chapter 20 — API Engineering for Crypto Venues

An order-entry path is one of the interfaces through which a venue accepts orders (REST requests, orders over a WebSocket session, a FIX session, a venue-specific binary protocol), each with its own connection model, rate limits, latency and failure behaviour.

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