Client Gateways

A distributed cluster of client gateways forms the client-facing surface of the exchange. Client gateways can be distributed arbitrarily to match demand and resources, with one or more gateways on each of one or more hosts.

A client is assigned a specific number of sessions and can connect any session to any gateway. Each session can only be connected to one gateway at any time. All symbols can be reached from any one session, and each session is logically independent from any other. Sessions can be configured as part of a group, enabling one session to enter orders on-behalf-of another session if needed.

Optional throttling controls can be set up on a per-session basis to limit the number of messages sent per second (sliding window). Messages exceeding the limit are rejected, and continued breaches will result in the session being dropped.

A connected client may optionally enable Cancel-On-Disconnect for the session, to ensure all open orders submitted through that session are cancelled in the event of a disconnect or logout. Client gateways support FIX (using Chronicle FIX). All state for a client gateway is incrementally written to a Queue, and can be replicated across one or more hosts for HA/DR using Chronicle Queue Enterprise.