hodlbirb/matching-cpp

Order matching engine

matching-cpp's Issues

Redundant phony targets in Makefile

• Remove unused targets from Makefile

Use datastore to persist matching results

The following functionallity is needed for the service to be functional:

• Persist in the datastore the processing status for every incoming order as a special flag to destinguish orders that have been already handled by the matching engine which later will be used for recovery procedure
• Pull open orders with processing status from the datastore which will be used only once for recovery
• Atomically insert matching transaction between source order and distanation order (later can be done as bulk insert for multiple matched distanation orders)

Use reliable queues by Redis to process incoming orders

By using RPOPLPUSH we can guarantee that the order will be processed exactly once:

1. The service subscribe (PSUBSCRIBE) on CONSUMER queue keyspace notifications

PSUBSCRIBE "__keyspace@0__:CONSUMER"

2. Waits until LPUSH keyevent is fired

1) "pmessage"
2) "__keyspace@0__:CONSUMER"
3) "__keyspace@0__:CONSUMER"
4) "lpush"  

3. Once it's triggered, the service pops the new order from the CONSUMER queue and atomically pushes to the CONSUMER_PROCESSING queue (RPOPLPUSH)

RPOPLPUSH "CONSUMER" "CONSUMER_PROCESSING"

4. Later, the state of the popped item is saved in the datastore with status processing
5. Upon successful persistence of the order the consumer removes (LREM) the element from the CONSUMER_PROCESSING queue

LREM "CONSUMER_PROCESSING" 0 "order_id: 200, market: EUR_USD"

Edge cases:

• if the matching engine crashed and failed to save the status after popping the order from the producer queue, on next recovery it loads all orders with processing status from the datastore and removes already saved orders from the consumer queue, after cleanup of consumer queue it proceeds operation as normal