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[FIX] RFQ / Quoting (prediction) #428

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Description

@TexasCoding

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.

Activity

  1. added a commit that references this issue on Jun 6, 2026
    3ef0011
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