Can this help with FIX protocol implementation?

Yes, it provides detailed guidance on FIX message flows, handling execution reports, and ClOrdID chaining for complex cancel/replace request sequences.

How does it handle order race conditions?

The skill provides patterns for managing the 'Pending Cancel' and 'Pending Replace' states where fills may arrive from the exchange simultaneously with local cancellation requests.

What order states does this skill cover?

It covers the full canonical lifecycle including New, Pending New, Accepted, Filled, Partially Filled, Canceled, Rejected, and Expired states, defining valid transitions between them.

Is it compliant with financial regulations?

It includes best practices for building audit trails that satisfy Consolidated Audit Trail (CAT) reporting and general regulatory trade reconstruction requirements.

Trading Order Lifecycle Management

Name: Trading Order Lifecycle Management
Author: JoelLewis

byJoelLewis

•

API 开发

Designs and implements robust order state machines and FIX protocol workflows for trading systems and order management systems (OMS).

This skill provides comprehensive guidance for engineering the full lifecycle of a trade, from initial order entry and validation to execution, cancellation, or expiration. It covers complex state machine logic, handling race conditions between fills and cancellations, implementing standard and advanced order types like Iceberg or OCO, and ensuring FIX protocol compliance. Whether building a new Order Management System (OMS) from scratch or hardening an existing execution venue connection, this skill ensures your system maintains a CAT-compliant audit trail and handles edge cases like failover recovery and partial fill aggregation with precision.

主要功能

01Standardized order state machine design with terminal and non-terminal transition logic

02Pre-submission validation rules for buying power, position limits, and restricted lists

03Regulatory audit trail construction for CAT compliance and trade reconstruction

0418 GitHub stars

05FIX protocol message flow implementation including ClOrdID chaining and execution reports

06Advanced order type logic for Market, Limit, Stop-Limit, Iceberg, and Pegged orders

使用场景

01Debugging FIX connectivity and handling race conditions between exchanges and local state

02Architecting a high-availability Order Management System (OMS) or Execution Management System (EMS)

03Hardening trading systems against edge cases like system restarts, failovers, and partial fills

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add joellewis/finance_skills order-lifecycle

For use in Claude.ai and ChatGPT

Download Skill