[lambda]

So, shouldn't the protocol involve the client generating the order ID, so that they can cancel the order without having yet gotten confirmation of it? Or at least, the client being able to include a "client handle" for this purpose, that is independent of the order ID but which they can use to refer to it before they've gotten the ID?

[giulianob]

Or have it do some high level of QOS where both sides need to acknowledge that the other side received the message otherwise cancel the request. This is pretty much what TCP does.