I wrote a Python program using the quickfix package, which connects to the provider via FIX. We register in the morning, but in fact do not send messages through the connection until the end of the day. The problem is that we don’t want the program to be open all day, but would rather be in the afternoon when we need to send messages.
The supplier requests that we remain in the system at all times between our start and end times indicated in our configurations. This is possible only after the completion of my program all day, because if I close it, messages sent by the supplier will not be registered as received by me. I am not sending a logout message.
Is it common practice to write a program to connect through FIX and leave it running for the entire session? Or is it permissible to close the program, given that I do not send an exit message and reconnect later?
Any design tips or recommendations may be helpful here.
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