Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Market Data Enhancements #7

Open
JohnGreenan opened this issue Sep 6, 2023 · 3 comments
Open

Market Data Enhancements #7

JohnGreenan opened this issue Sep 6, 2023 · 3 comments
Assignees
@JohnGreenan
Labels
enhancement New feature or request

Comments

@JohnGreenan
Copy link
Collaborator

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

Provide an orderbook replay service over TCP/IP
@JohnGreenan JohnGreenan self-assigned this Sep 6, 2023
@JohnGreenan JohnGreenan added the enhancement New feature or request label Sep 6, 2023
JohnGreenan pushed a commit that referenced this issue Sep 18, 2023
Market Data Enhancements #7
80432d8 
Proof-of-concept of UDP/Multicast re-implementation.  <Future state>
This will require re-work to handle the case of multiple simultanenous
OrderBooks, each order book will then have to broadcast over Kafka and
then a listener pushes out the stream and adds sequence numbers.
The future state model will also have to support A, B and C (...Z)
UDP/Multicast streams. The sequence number implementation suggests a
single thread somewhere to ensure each of the A, B, C...Z streams uses
the same sequence number for the same logical message.
JohnGreenan added a commit that referenced this issue Sep 18, 2023
@JohnGreenan
Merge pull request #24 from AlignmentSystems/Market_Data_Enhancements_#7
b6b0cbf 
Market Data Enhancements #7
@JohnGreenan
Copy link
Collaborator Author

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
Copy link
Collaborator Author

#31
#32
#33
#34
Executes Split multicast server code into client and server.
Client to connect over Kafka to server.
Server to sequence and broadcast.

@JohnGreenan
Copy link
Collaborator Author

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

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees

@JohnGreenan JohnGreenan

Labels
enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@JohnGreenan