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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Market Data Enhancements #7

Open JohnGreenan opened 10 months ago

JohnGreenan commented 10 months ago

Provide an orderbook snapshot service on a periodic basis over UDP/Multicast

Provide an orderbook replay service over TCP/IP

JohnGreenan commented 9 months ago

Split multicast server code into client and server. Client to connect over Kafka to server. Server to sequence and broadcast. Server to also offer synchronisation method to allow A-feed, B-feed, C-feed to have common sequence number for each common message

JohnGreenan commented 9 months ago

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Executes Split multicast server code into client and server. Client to connect over Kafka to server. Server to sequence and broadcast.

JohnGreenan commented 9 months ago

Server to also offer synchronisation method to allow A-feed, B-feed, C-feed to have common sequence number for each common message ==>TO BE DEVELOPED