Publish and subscribe system including buffer

摘要

Systems and methods for delivering a plurality of trading data messages to a server in connection with the monitoring the trading of financial instruments are provided. A listener subscribes to a subset of the plurality of trading data messages generated by market participants or components within the trading platform. A buffer receives the subset of the plurality of trading data messages and stores the subset of the plurality of trading data messages. A server, such as a live alerts server, receives the subset of the plurality of trading data messages stored from the buffer and analyzes the subset of the plurality of trading data.

主权项

1. A system for delivering a plurality of messages to an external client device, the system comprising:
a trading engine configured to generate the plurality of messages and associate each of the plurality of messages with an attribute to define at least a first class of messages and a second class of messages; a communication bus configured to receive the plurality of messages from the trading engine and asynchronously deliver the plurality of messages; a plurality of listeners coupled to the communication bus and configured to subscribe to and receive the first class of messages and the second class of messages; and a buffering system configured to temporarily store in a non-indexed collection the plurality of messages received from the plurality of listeners for a first time period and configured to provide at least one of the stored messages to the external client device based upon a request from the external client device wherein the buffering system is configured to determine when one of the plurality of listeners misses a message and to store a corresponding message received from a corresponding redundant listener.