9) Risk checks are generally account specific, so you can just have a different computer handle each of theirs.
But then you hit c & d: actually matching the orders.
And the thing is, they're not independent. If Alice lifts an offer, Bob can't lift that same offer.
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14) (FWIW, when and Gary were talking about this today, the metaphor used was basically of a symphony with a conductor, and improvements were to the conductor that coordinated which computer processed which fills.)
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The fills hit the market trades list though right? If that’s the case, can’t you stream balance diff updates based on the account metadata associated with each fill?
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I was thinking of something like this:
onFill(symbol, price, size, account) {
maker_balances = applyBalances(maker_account, symbol, price, size) // update db
propagatePublicTrade(symbol, price, size) // trade list
propagateBalanceChange(maker_balances) // balance updates
}
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As long as you can do db read/write without concurrency issues, should be able to pass balance change diffs without knowing the whole balance state
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