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robaho / go-trader

financial exchange written in Go, designed for algorithmic trading tests
GNU General Public License v3.0
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Question: Would it make sense to add a database so quotes and trades can be persistent ? #18

Open napoleon665 opened 2 months ago

robaho commented 2 months ago

Actually, it’s been planned to integrate with leveldb I have in the repo. A relational db is typically too slow. Usually too this would be done via a persistent message bus with multiple replications to limit the latency.

I am working on a “finance db” layer for leveldb.

napoleon665 commented 1 month ago

Actually, it’s been planned to integrate with leveldb I have in the repo. A relational db is typically too slow. Usually too this would be done via a persistent message bus with multiple replications to limit the latency.

I am working on a “finance db” layer for leveldb.

Sounds really interesting I would love to help with this effort if possible.

robaho commented 1 month ago

When I get the project harness setup, I will share, and it would be great to collaborate.