spark/doc/dev/architecture.org

• Services
  • Admin
  • ErrorReport
  • MarketDataRelay
  • Persistence
  • ShellDiagnostic
  • SyntheticSecurity
  • Order
    • Streams
    • Ops
    • Internal structure
      • Fast Actors
        • MDSource
        • OrderManager
        • ExecutionGateway
      • Slow Actors
        • ServiceBridge
        • Timer
        • AsyncFactory
        • OrderStore
        • FillStore
        • SecuritySrc
• Benchmarks

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