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Contract Delta: YU14-listed-equity-options (vs YU13-limit-order-book)

Wire contracts​

  • SymbolRegisterMessage (SBE template 7): ticker field widens char[16] → char[32] (blockLength 24 → 40). Template id, requestId field, and registration semantics unchanged. The YU14 tree is schema-consistent end-to-end; the widened field is not wire-compatible with a YU13 peer, which is the inherited single-version cluster rule (every member and gateway run the same generated tree).
  • Egress ack: unchanged (24 bytes, kinds, class bytes 21/22/23 exactly as YU13).
  • InputEventMessage and every other SBE template: unchanged.

Snapshot contract​

  • Header format identifier: 2 → 3. A loader presented with any other format fails closed.
  • T_SECURITY record: 5 → 6 columns; {securityId, enabled, restricted, lastPrice, lastPriceTime, contractMultiplier}. Restore rejects multiplier < 1 (recovery aborts; fail closed).
  • All other record types (header geometry fields, T_ORDER, T_POSITION, T_PRICE, T_BOOK, T_SYMBOL, T_IDEMPOTENCY, T_POLICY, T_ACCOUNT, T_END): byte-identical to YU13.

REST contracts (gateway; inherited, no code change)​

  • /seed, /orders, /orders/batch, /trades, /ready, /orders/{ref}: request/response shapes unchanged. Option contracts use their OCC symbol wherever a ticker is accepted.
  • Risk rejections surface the same RiskReason vocabulary; what changes is when the notional-driven reasons fire (at multiplied exposure); the multiplied notional of an option order can now trigger ORDER_NOTIONAL / CREDIT_LIMIT / CONCENTRATION_LIMIT at premium prices.

Reference-data contracts (new)​

  • reference-data/instruments.csv: ticker,type,underlying,expiry,callPut,strike,multiplier,currency; one row per seeded instrument; derivable columns are pure functions of the ticker.
  • reference-data/counterparties.csv: accountId,counterpartyId,nettingSetId,currency; one row per seeded account; positions join by accountId at extract time.
  • Derived notional: position quantity x last price x contract multiplier.