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Configuring Multi-Session and Multi-Member

Overview

To provide improved performance, HKEx Gateways support multiple Order Sessions. To enable multiple Order Sessions, you must contact the Exchange for additional Order APIs and properly configure the hostinfo.cfg file.

Multiple Order Sessions greatly improve TT Gateway performance and alter how the HKEx Gateway processes orders and fills.

Multi-Session Configuration

When using two Order Sessions, the HKEx Gateway routes all orders through the [TTO_1] session while the [TTF] session processes fills and some order data (i.e., market state changes, stop triggers, etc.) You must uncomment and configure the [TTO_1] section to enable the second Order Session.

If you add additional Order Sessions, the HKEx Gateway automatically load balances order routing between each [TTO_#] session while the [TTF] session continues to receive fills and order data.

For information on configuring the [TTF] and [TTO_#] sections, refer to Configuring Order and Fill Server Connections.