Engineering Persistent Queue System for a Unified Stock Transaction Platform

摘要

In building a unified platform for investors to trade securities globally, we need a persistent queue system to hold all the order handling messages before they are actually delivered to the corresponding stock exchange. This paper presents underlying principles of a persistent queue system based on the concept of journal, and its implementation in Java. We contrast performance of our queue with existing products, and show that the design meets the goals of fast I/O performance, specified messages purging, and timely crash recovery.