Yes, the concept of a "trade" as a logical entity is what I meant by "MT approach". Maybe there is more behind the scenes. Trades as logical entities do not exist in the world of official exchanges. The strategic question to answer is if Zorro internally needs this concept by all means (just for historical reasons or even better reasons?) or not. This is your decision as developers, of course. Just trying to explain from an IB trader's perspective where the conceptual challenge is. Eventually there is room for compromise...