could I ask a quick question here ? I have written a few ecommerce payment carts and reconciliation systems - I have built the maker checker processes and batch processes that account for refunds/erroneous txns, etc.
I have two big specific questions in exchanges :
1. injecting new inventory - But I could probably think of an exchange built using a couple of queues in rabbitmq and a few python workers... but this will not give me subsecond latency. What would you choose to build a super low latency eventing system using current off-the-shelf components ?
2. the order matching system. does the choice of programming language make a difference ? probably the matching system is where you need strong type checking.
I suppose that the maker-checkers and EOD reconciliation remains the same.
@tptacek - I dont understand your question about testing. do you refer to testing of sub-microsecond latencies/race conditions ? Is there even a way to simulate that (Jepsen?)
I have two big specific questions in exchanges :
1. injecting new inventory - But I could probably think of an exchange built using a couple of queues in rabbitmq and a few python workers... but this will not give me subsecond latency. What would you choose to build a super low latency eventing system using current off-the-shelf components ?
2. the order matching system. does the choice of programming language make a difference ? probably the matching system is where you need strong type checking.
I suppose that the maker-checkers and EOD reconciliation remains the same.
@tptacek - I dont understand your question about testing. do you refer to testing of sub-microsecond latencies/race conditions ? Is there even a way to simulate that (Jepsen?)