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Add comprehensive Stock Market Simulator architectural plan with OMS microservice design#3

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smaruf merged 2 commits intomainfrom
copilot/fix-78cbf4b0-7cbc-48d6-a8d9-cc1665769e70
Aug 4, 2025
Merged

Add comprehensive Stock Market Simulator architectural plan with OMS microservice design#3
smaruf merged 2 commits intomainfrom
copilot/fix-78cbf4b0-7cbc-48d6-a8d9-cc1665769e70

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Copilot AI commented Aug 4, 2025

This PR addresses the requirement to create a high-level architectural and implementation plan for a stock market simulator supporting FIX/FAST/ITCH protocols with an Order Management System (OMS) as a microservice.

What's Added

A comprehensive architectural plan document (src/nasdaq/doc/plan.md) that provides a complete blueprint for building a production-ready stock market simulator. The plan includes:

Key Components

  • Executive Summary: Overview of the system goals and architecture
  • Objectives & Goals: Clear business and technical objectives with success metrics
  • System Architecture: Microservices design with OMS as the central hub
  • Core Components: Detailed specifications for OMS, protocol gateways, market data engine, and risk management
  • Technology Stack: Python-based stack with FastAPI, Kafka, PostgreSQL, Redis, and Kubernetes
  • Implementation Phases: 4-phase development plan spanning 16 weeks with clear deliverables

Technical Architecture

The plan leverages the existing nasdaq protocol implementations and extends them into a full microservices architecture:

FIX/FAST/ITCH Gateways → OMS → Market Data Engine
                      ↓         ↓
                Risk Engine → Settlement Engine

Development Roadmap

  • Phase 1 (Weeks 1-4): Foundation and core OMS
  • Phase 2 (Weeks 5-8): Protocol integration enhancement
  • Phase 3 (Weeks 9-12): Market data and risk management
  • Phase 4 (Weeks 13-16): Advanced features and production readiness

File Structure

The plan defines a comprehensive directory structure that organizes the codebase into logical modules:

  • core/ - Business logic and data models
  • gateways/ - Protocol handlers (FIX, FAST, ITCH)
  • engines/ - Matching, risk, and settlement engines
  • infrastructure/ - Database, messaging, and monitoring
  • web/ - APIs and user interfaces

Why This Approach

This architectural plan builds upon the existing nasdaq implementations while providing:

  1. Scalability: Microservices architecture supporting thousands of concurrent connections
  2. Performance: Sub-millisecond order processing targets
  3. Maintainability: Clear separation of concerns and modular design
  4. Extensibility: Easy addition of new protocols and features
  5. Production Readiness: Comprehensive monitoring, security, and deployment considerations

The plan serves as a complete roadmap for transforming the existing protocol implementations into a full-featured trading simulation platform suitable for educational and testing purposes.


💡 You can make Copilot smarter by setting up custom instructions, customizing its development environment and configuring Model Context Protocol (MCP) servers. Learn more Copilot coding agent tips in the docs.

…microservice design

Co-authored-by: smaruf <10070242+smaruf@users.noreply.github.com>
Copilot AI changed the title [WIP] Add stock market simulator architecture plan (FIX/FAST/ITCH, OMS microservice) as plan.md Add comprehensive Stock Market Simulator architectural plan with OMS microservice design Aug 4, 2025
Copilot AI requested a review from smaruf August 4, 2025 08:52
@smaruf smaruf marked this pull request as ready for review August 4, 2025 10:08
@smaruf smaruf merged commit cae600c into main Aug 4, 2025
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2 participants