Bookbuilder consumes market data from multiple sources and calculates and produces market depth ladders at both aggregated and per-venue levels.
PositionManager creates multi-level, hierarchical book positions from trade data, and calculates associated risk metrics.
Pricer provides extensible price construction capability, with support for multiple proprietary pricing algorithms, input sources and events.
MarketGateway enables direct market connectivity based on our own high-performance, full-featured Chronicle FIX engine – built for pure speed.
Hedger provides an extensible auto-hedging capability. Clients can use Chronicle’s own basic hedgers out of the box or embed their own proprietary hedging algorithms within the Hedger framework.
MarketGateKeeper manages the trading system’s interface to the outside world, enabling full and direct client control of outgoing orders via a multi-level configurable firewall, and full control of outgoing order parameters as well as “kill switch” functionality.
Chronicle Microservices built for the financial services industry
The Chronicle Microservices modules can be deployed either as individual microservices, linked together with Chronicle Queues, or co-located within the same process. All of the Chronicle Microservices modules have been built using the Chronicle software stack, providing:
- Low latency and high-performance Java, with microsecond per message latency, and a throughput of 100k messages per second.
- High availability and resilience - multiple components on multiple machines are supported with transparent replication*.
- Built-in monitoring and alerting capability – enabling measurement of system behaviour, performance/latency and reliability.
- A simple programming model - all code is deterministic and therefore very easy to debug and extend.
Building Low Latency Microservices and Monoliths in Java discussed by Peter Lawrey on Youtube.
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