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本文档介绍了如何构建一个与交易所通信的交易系统，包括网络基础知识、交易协议、特别是FIX通信协议。详细阐述了价格更新、订单发送和接收市场响应的过程，并通过代码示例展示了如何实现连接。
At this point, we have a good understanding of how to write a trading system and writing the code for all the critical components. We went into detail about book building, creating trading signals, and getting a market response.
In this chapter, we will introduce the component that's in charge of communicating with the outside world and the gateway. We will look at the different functionalities of this component and describe the different types of protocols that we will encounter. Finally, we will implement a gateway that will connect to a real li
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