Thursday, September 8, 2011

Database in real time trading systems

"Database" and "Real-time trading" don't rhyme!

See http://bigblog.tanbin.com/2009/03/realtime-communication-in-front-desk.html. Trading systems use lots of MOM and distributed cache.

In comparison, DB offers perhaps the most effective logging/audit. I feel every update sent to MOM or cache should ideally be asynchronously persisted in DB. I would probably customize an optimized DB persistence service to be used across the board.

Just about any update in cache need to be persisted, because cache is volatile memory. Consider flat file.

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New York (Time Square), NY, United States
http://www.linkedin.com/in/tanbin