algometrica / larytet-master

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Parallel loggin and trading #22

Open GoogleCodeExporter opened 9 years ago

GoogleCodeExporter commented 9 years ago
The goal is to run algorithm across two or more trading computers connected
to the network

Restrictions
- Only one computer executes trades at any give point (active or trading
station).
- Standby machine discovers that the trading computer is down in less than
500ms.
- Standby machines decide on the next active (trading) based on the strict
preset priority.

Some design related ideas
- Active station announces the trade by sending a packet (e-mail ? phone
call modem to modem) to one of the standby computers. An external HTTPS
server can be used for posting trades. 

- Sending a packet requires two Internet connections or two computers
connected to two Internet connections. One connection is used for VPN and
can not be used for general Internet browsing. There are more than one way
to solve the problem. In a simple approach a regular phone lines can be
used for connectivity between the stations. 

Original issue reported on code.google.com by larytet@gmail.com on 10 Nov 2009 at 1:10