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AlignmentSystems / MatchingEngine

A toy implementation of a matching engine. Don't use this in the real world, it's a toy!
MIT License
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HA/DR #3

Open JohnGreenan opened 10 months ago

JohnGreenan commented 10 months ago

This is something a proper matching engine must have. Along with the thematically linked cancel-on-disconnect. This impacts on all aspects of the system – persisting parts of the system data to disk while not impacting performance is a balancing exercise.

JohnGreenan commented 9 months ago

There is a conceptual question to deliberate on here. If a production server goes down a cancel-on-disconnect will execute either implicitly or explicitly. So the non-production server has to commence operations with an entirely empty order book.

All well and good, so what does need to be taken from production to non-production engine?

Static data.