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Quantitative Finance · Begrippenlijst

Wat is Sequencer architecture?

Definition 24.1 Low-Latency Software · Hoofdstuk 24 — Resilience

A sequencer architecture is a design in which every input of a system (market events, order reports, commands) passes through a single component, the sequencer, that assigns it the next number of a global sequence and appends it to a durable journal before any other component acts on it; every component then processes the journal in sequence order.

A sequencer architecture with a hot backup. Every input is numbered and journaled before anyone acts on it; both replicas apply the journal and compute the same state and the same orders, but only the primary sends. When the heartbeats stop, the backup raises the journal’s epoch, reconnects the order-entry session, reconciles and resends what no report acknowledges.
Figure 24.1. A sequencer architecture with a hot backup. Every input is numbered and journaled before anyone acts on it; both replicas apply the journal and compute the same state and the same orders, but only the primary sends. When the heartbeats stop, the backup raises the journal’s epoch, reconnects the order-entry session, reconciles and resends what no report acknowledges.
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