1.2 KiB
1.2 KiB
Services
Admin
ErrorReport
MarketDataRelay
Persistence
ShellDiagnostic
SyntheticSecurity
Order
Streams
- Fills
- Orders
Ops
- Create/Update/Cancel/Crack orders
Internal structure
- Two threads, fast and slow
Fast Actors
MDSource
OrderManager
ExecutionGateway
Slow Actors
ServiceBridge
Timer
AsyncFactory
OrderStore
FillStore
SecuritySrc
Benchmarks
OrderMan
OrderServices
callbacks
standard
- update
- cancel
- crack
- activate
- book
- settlement
- child order state
- timer
low level
- exe reports
- cancel rejects
- gateway status
services
standard
- secdb
- get time
- schedule actions
-
order builder
- activate
- update
- cancel
- crack
low level
- governor
- send fix
- get time str
- limiter
Internalize plan
- change order initiated update/cancel/crack/activate/report_state to use direct method calls
- need to watch out for reentrancy
- need to also report state externally
- also want to separate active from non active orders in map to speed up look ups
- want to use direct references in orders to avoid lookups
- want to change how time is captured, the trace is too big to copy around