This is a generic microservices based trading engine designed to be able to be plugged into any exchange with minimal configuration.
There are several goals to this project: primary goal of this project is to be scalable to over 1m TPS in production while using containers with non-scaled versions of the same technology in development/staging environments.
- At least 1 million TPS (Transactions Per Second) in production.
- Same architecture in dev, except containerized with lower scalability for cost savings.
- Entire stack needs to be benchmarkable with load monitoring at all points in time to avoid bottlenecks and downtime.
- Plug-and-play API for usage.
The engine will cost of three micro-services:
- Order Matching Service
- Market Price Service
- History Service
There will also be three data services:
- MSSQL
- Redis
- Kafka
I'll make a chart for how these interact in the near future.
TBD