First off the bat:
The first area I am focusing on is the order book and matching engine. I am investigating what role persistence will play in achieving no loss, no duplicate and seamless fail-over in a low-latency environment linearly scaling to potentially millions of instruments. This will flush out many of the issues to be addressed.
- Seamless fail-over - no loss, no duplication
- High Availability - self-repairing, fault-tolerant and on-the-fly software upgrates
- Low Latency
- Linear Scaleability
- FIX/FAST datafeed containing order book, trades and statistics