AlignmentSystems / MatchingEngine

A toy implementation of a matching engine. Don't use this in the real world, it's a toy!
MIT License
3 stars 0 forks source link

Market Data Enhancements #7 #24

Closed JohnGreenan closed 9 months ago

JohnGreenan commented 9 months ago

Proof-of-concept of UDP/Multicast re-implementation. This will require re-work to handle the case of multiple simultanenous OrderBooks, each order book will then have to broadcast over Kafka and then a listener pushes out the stream and adds sequence numbers. The future state model will also have to support A, B and C (...Z) UDP/Multicast streams. The sequence number implementation suggests a single thread somewhere to ensure each of the A, B, C...Z streams uses the same sequence number for the same logical message.