Implement Sweep & Cross UMDF trade subtype#527
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Part of #501. Mark sweep-phase AgainstBook UMDF Trade_53 frames with TrdSubType=SWEEP_TRADE (109) while preserving NULL for regular trades. Update GAP-30 compliance notes and tests. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
Scope sweep UMDF tagging and filled-quantity accumulation to trades whose aggressor identity matches the sweep order. This prevents triggered-stop cascades emitted during SubmitCrossSweep from receiving TrdSubType=SWEEP_TRADE or shrinking the phase-2 residual. Also clear sweep state in a finally block if the engine throws. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
Classify sweep-phase trades by the engine-assigned aggressor OrderId instead of client ClOrdId/firm so triggered stops with reused client identities cannot be tagged or accumulated as sweep fills. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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This was referenced Jun 20, 2026
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Part of #501 (GAP-30).
Summary
Notes
Validation