Processing Pipeline

The processing pipeline manages the coordination of events across one or more Order Books. While the pipeline does not initiate events itself, such as user requests or Stop order injections, it is responsible for orchestrating these events and executing the steps required for each one.

A key function of the pipeline is to assign unique identifiers to Orders and Executions. These identifiers are guaranteed to be unique across different trading days, even for long-lived orders, and are pseudo-randomized to prevent any inference of trading activity that could be exploited by users. Each Order Identifier remains constant throughout the entire lifecycle of the order.