feat: single monotonic order-book version chained across snapshots and deltas#71
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…d deltas Adds the market-data ordering primitive the book stream was missing: one version per BOOK (not per side), stamped from the Aeron log position, chaining snapshots and deltas so any client can join mid-stream and converge on the identical book. - Engine: each mutating command stamps the market's bookVersion as max(current+1, Header.position()) BEFORE processing — deterministic across replicas (same log) and never regressing across restarts or failovers without touching the engine snapshot format. Both engine impls publish it through their existing seqlock/snapshotLock so the flush thread's collected (arrays, version) pair is consistent. - SBE schema v4 (extension fields, mixed-version safe during a rolling update): BookSnapshot gains bookVersion; BookDelta gains bookVersion + fromVersion — every delta names the published state it extends, so consumers can DETECT gaps despite flush-level coalescing. - MarketPublisher maintains the published chain (fromVersion = last published state's version). - Gateway: decodes with null-guards for pre-v4 upstreams, tracks the chain in GatewayOrderBook (JSON 'bookVersion', with 'version' now the same value), validates continuity (counter + warn; the session-open resnapshot re-establishes after seams), and forwards bookVersion/fromVersion on broadcast deltas. Client protocol this enables (implemented in trading-ui): subscribe to deltas first, buffer; fetch a snapshot (version V); drop buffered deltas with bookVersion <= V; replay the rest verifying each delta's fromVersion continues the chain; on any gap, re-snapshot. All clients see the same book and the same updates. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
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Adds the ordering primitive the market-data book stream was missing: ONE version per book (not per side), stamped from the Aeron log position, chaining snapshots and deltas so any client can join mid-stream, stitch deterministically, and converge on the identical book.
Design
bookVersion = max(current+1, Header.position())before processing — deterministic across replicas, never regresses across restarts/failovers, and needs no engine-snapshot format change (the first post-restore command jumps to the live log position). Published through the existing seqlock (array engine) / snapshotLock (direct engine) so the flush thread's (arrays, version) pair is consistent.sinceVersion=4extension fields (mixed-version safe during the rolling update):BookSnapshot.bookVersion,BookDelta.bookVersion + fromVersion. Deltas naming the state they extend makes gaps DETECTABLE despite flush-level coalescing.GatewayOrderBook(JSONbookVersion), continuity validated (warn + counter; session-open resnapshot re-establishes after seams), chain fields forwarded on broadcast.Client protocol (trading-ui#35)
Subscribe to deltas first → buffer → snapshot(V) arrives → drop buffered deltas ≤ V → replay the rest, verifying each
fromVersioncontinues the chain → any gap ⇒ automatic re-snapshot. All clients see the same book and the same updates.Verification
bookVersionlive in REST/WS JSON (legacy fallback until the cluster rolls).🤖 Generated with Claude Code