System Design · Bloomberg · Hard
Design a real-time market-data distribution system. Functional requirements: Several upstream exchanges — for instance NASDAQ, NIFTY and the S&P 500 — publish market-data messages into Loader servers. Each Loader makes multiple copies of every message and fans them out over UDP to a set of Processor servers. Every Processor must consume the data coming from all Loaders, not only from a single one. Processors have to be built to withstand the realities of UDP: packets that…
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