Scope
FIX RFQ / Quoting message family — prediction only (no margin equivalent). Market-maker session on KalshiRFQ (port 8232).
Messages
QuoteRequest (R), QuoteRequestAck (b), Quote (S), QuoteCancel (Z), QuoteStatusReport (AI), QuoteRequestReject (AG), QuoteConfirm (U7), QuoteConfirmStatus (U8), QuoteCancelStatus (U9), AcceptQuote (UA), RFQCancelStatus (UB), AcceptQuoteStatus (UC), RFQCancel (UE).
Work
- Typed quote-flow models incl. the
NoMultivariateSelectedLegs group and custom RFQ tags (21013/21015/21016/21022–21025, 297/298/303/658).
- RFQ session wiring + market-maker quote lifecycle helpers.
Acceptance
Golden round-trip fixtures for the full quote message set; quote lifecycle state tests against the mock acceptor. ruff + mypy --strict clean.
Dependencies
Foundation #422; repeating-group support. Part of #402.
Scope
FIX RFQ / Quoting message family — prediction only (no margin equivalent). Market-maker session on
KalshiRFQ(port 8232).Messages
QuoteRequest(R),QuoteRequestAck(b),Quote(S),QuoteCancel(Z),QuoteStatusReport(AI),QuoteRequestReject(AG),QuoteConfirm(U7),QuoteConfirmStatus(U8),QuoteCancelStatus(U9),AcceptQuote(UA),RFQCancelStatus(UB),AcceptQuoteStatus(UC),RFQCancel(UE).Work
NoMultivariateSelectedLegsgroup and custom RFQ tags (21013/21015/21016/21022–21025, 297/298/303/658).Acceptance
Golden round-trip fixtures for the full quote message set; quote lifecycle state tests against the mock acceptor.
ruff+mypy --strictclean.Dependencies
Foundation #422; repeating-group support. Part of #402.