Skip to content

v0.0.2

Pre-release
Pre-release
Compare
Choose a tag to compare
@JohnGreenan JohnGreenan released this 13 Sep 14:53
· 58 commits to main since this release

Switched to a more modular pattern
AlignmentFIXClient.jar
AlignmentMatching.jar
AlignmentMatchingAPI.jar

Rather than ConcurrentLinkedQueues as a means of transmission of data between threads this is a first release of a Kafka middleware based implementation.
The full implementation will take some time. A "production" implementation would allow for dynamic load-balancing based upon a diverse compute set (think of AWS t-shirt size compute, some instruments in an order book would need an XXL, some others may only need XS.
The ideal situation would be for load to be rebalanced dynamically. This is incredibly fiddly, since there would have to be some kind to dynamic equivalence of two orderbooks with no double trading before there is a transactional switchover from running on XS to running on S.

The challenge of implementation of this vision in a 24x7 market is not to be underestimated!