Order-book matcher

Generic single-threaded, deterministic price-time order matching engine.

Provider: default
Kind: Matching engine
Category: Compute
Official docs: https://en.wikipedia.org/wiki/Order_matching_system

Properties · 5 set by this component

property	type	values	required	kind default	this component
algorithm	enum	price-time \| pro-rata	no	price-time	▸ price-time
deterministic	boolean	—	no	true	▸ true
failover	enum	none \| manual \| automatic	no	none	▸ none
managed	boolean	—	no	false	inherited
replayFromJournal · component property	boolean	—	no	false	inherited
role	enum	primary \| standby	no	primary	▸ primary
singleThreaded	boolean	—	no	true	▸ true

Rules that apply · 2

Every rule whose selector covers this component's kind or its category. Whether a rule fires depends on the design: its properties, its edges and its groups.

Stateful engine pinned to a single zoneerror

stateful-engine-pinned-to-single-zone

A matching engine, coordination service or event store living in exactly one availability zone, with no failover and no replication, is lost with that zone. Everything that depends on it stops with it.

— all of these hold:
— the node sits inside exactly 1 availability-zone group
— any of these hold:
— the node's `failover` is "none"
— the node's `replicated` is false
— the node's `replication` is "none"

Stateful node without zone redundancyerror

stateful-node-without-zone-redundancy

A stateful compute node pinned to exactly one availability zone disappears with that zone, and its state goes with it. Nodes inside a cell are exempt, because there the cell is deliberately single-zone and redundancy comes from the other cells.

— all of these hold:
— the node's `stateless` is false
— the node sits inside exactly 1 availability-zone group
— this does not hold:
— the node sits inside at least one cell group

Use it in a design

nodes:
  - { id: "order-book-matcher", component: "order-book-matcher" }

Other Matching engine products · 2

Amazon GameLift FlexMatchaws-gamelift-flexmatchawsmatching-engine Generic matching enginematching-enginematching-engine

Source

1# yaml-language-server: $schema=../../schema/component.schema.json
2# Generic in-house order-book matching engine: single-threaded, deterministic price-time matcher fed
3# by a sequencer; replaying the journal to rebuild state is opt-in.
4schemaVersion: "1"
5type: "component"
6id: "order-book-matcher"
7kind: "matching-engine"
8provider: "default"
9docs: "https://en.wikipedia.org/wiki/Order_matching_system"
10defaults:
11  singleThreaded: true
12  deterministic: true
13  algorithm: "price-time"
14  role: "primary"
15  failover: "none"
16properties:
17  replayFromJournal:
18    type: "boolean"
19    default: false

The same page as markdown, for an agent: /catalogue/components/order-book-matcher.md