Trading Platform Message Auditing for Replay-Based Failure Recovery
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Solution Overview
Problem
Financial trading platforms face challenges in efficiently monitoring and reviewing machine-readable trade messages due to their high volume and complexity, making it difficult for administrators to search, sort, and recover failed trades.
Innovation Solution
Implementing an audit microservice that automatically deserializes and translates trade messages into human-readable format, stores them in a searchable database, and provides a user interface for filtering and replaying messages to recover trade failures.
Engineering Contradictions & Design Principles
Engineering Contradiction Analysis
1Productivity
If trade messages are stored in machine-readable format for efficient processing, then system productivity is improved, but ease of operation deteriorates due to difficulty in searching and reviewing
Solution Approach 1:
The system creates a copy of trade messages in human-readable format from the original machine-readable messages. The audit microservice consumes messages from the trade platform and stores both the original machine-readable format and a translated human-readable version in the database, allowing administrators to easily search and review messages without affecting the efficiency of the original trade processing system.
2Extent of automation
If automated message consumption is implemented for unlimited topics, then extent of automation is improved, but device complexity increases due to consumer creation and management
Solution Approach 1:
The audit microservice automatically creates and manages message consumers without requiring manual intervention. When a new topic is introduced, the developer only needs to add the topic information to a JSON configuration file. The audit microservice reads this configuration, determines the number of topics requiring consumers, and automatically creates the appropriate number of consumers, eliminating the need for manual consumer creation and management.
3Reliability
If trade failure recovery through message replay is added, then reliability is improved, but loss of time increases due to manual intervention requirements
Solution Approach 1:
The system stores all trade messages in a searchable database with human-readable format in advance, organized by topic and time. When a trade failure occurs, administrators can immediately search for and identify the failed messages using the user interface, and replay them without manual intervention. This preliminary organization and accessibility of messages significantly reduces the time required for trade failure recovery compared to traditional methods requiring manual log analysis.
Data Source
AI summary
A computerized method is provided for automatic monitoring, deserializing, cataloging, and replaying messages passing through a trading platform. Methods can include an audit micro service operable to read JSON files associated with various messages including a topic and class name attribute and create a message consumer having specific attributes based on the topic and class name attribute. The consumer can be a compiled executable operable to receive, deserialize, and store messages in a searchable database in human readable format.