1. A computer-based method for managing transaction messages in an electronic trading environment, comprising: receiving by a computer device an exchange policy comprising an exchange-defined message usage threshold associated with a number of messages being sent to an electronic exchange by a client entity; determining by the computer device a message usage threshold to be used in association with the client entity that utilizes a trading strategy and sends transaction messages to the electronic exchange, wherein the message usage threshold is based on the exchange-defined message usage threshold; dynamically changing by the computer device the message usage threshold being used at the client entity based on new exchange-defined message usage thresholds to a new message usage threshold; determining by the computer device message usage associated with the client entity; and based on a comparison of the message usage and the new message usage threshold associated with the client entity, automatically adjusting by the computer device the trading strategy being used at the client entity to generate a different number of messages than a number of messages being generated prior to dynamically changing the message usage threshold such that the message usage at the client entity does not exceed the new message usage threshold.