12 ms·
A financial exchange - order messages are routed to Kafka and partitioned by the instruments symbol, match engines associated with a given set of symbols consum
by mancini0 7y ago
A financial exchange - order messages are routed to Kafka and partitioned by the instruments symbol, match engines associated with a given set of symbols consume from their assigned partition. When a match-engine goes down it can reconstruct the order book by replaying from a given offset.