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Aeron
project, Done, Short-term roadmap
(behavior driven), :explode:Bug
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Aeron
project
Data/state management
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How to store millions of orders on disk, and retrieve them from ClOrdID (client), ClOrdID (internal), price... without using a SQL database? :question:
:check: For now, plan to use 2 KV stores, one clOrdID -> Order, one fixClOrdID -> clOrdID
:check: for now, done in cluster but could be done in gateway later
TODO
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Add OrdStatus in order (so we can keep dead orders in cache, purge them later)
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Failover/Resilience
Execution while FIX-IN is disconnected will not be received by FIX client
Probably need to use persistent egress (archived channel) :explode: :silhouette:
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Misc issues
SBE internal protocol is sub-optimal (variable length strings, not future proof)
Done
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Redefine protocol and data classes for order management (clOrdID from client, internal clOrdID, etc.)
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Node failure while FIX-IN and FIX-OUT are connected: message sent from FIX-OUT not received by FIX-IN :explode:
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:explode:Bug
:red_flag:Blocker
:silhouette: In progress
:question:Question that could require consulting