Objective :

• read NASDAQ ITCH log and create fake MoldUDP64 packet to send over UDP

• keep track of sent ITCH packets within the session window

• respond to re-request requests with a new MoldUDP64 packet containing the requested messages

Library has wireshark integration such that each packet can be dumped to wireshark to help with debugging. We are using the same packet hex format as the eth library.

Credit goes to the Open Markets Initiative for the Nasdaq Totalview 5.0 wireshark dissector.

This code is licensed under CC BY-NC 4.0, all rights belong to Julia Desmazes.