Discrete blocks

Discrete blocks

Demultiplexer block

The Demultiplexer block takes in a discrete event message from the Single Order Container and evaluates whether the message is a fill, change or a delete confirmation. After the evaluation, the block directs the message, unchanged, through the appropriate output (e.g., for fill confirmations, the original message is output as the message through the fills output port).

Example The Demultiplexer block receives a discrete event message from the Single Order Container block, determines which type of message it received, and routes the unchanged message through the corresponding output port. If the discrete event message represents an Add OK or a Fill message, the block sends the message to downstream logic.

Note Only the Single Order Container can provide the required input discrete event message.

Block properties

To customize the block, update the Block Properties.

Property Description
Name Name to display beneath the block on the ADL canvas
Connectors

Output message ports to expose:

  • Add Requested:New order request sent to the exchange
  • Added: New order confirmations
  • Change Requested:Change order request sent to the exchange
  • Changed: Change order acknowledgments
  • Delete Requested:Delete order request sent to the exchange
  • Deleted: Delete order acknowledgments
  • Filled: Fill confirmations