HA/DR

[JohnGreenan]

This is something a proper matching engine must have. Along with the thematically linked cancel-on-disconnect. This impacts on all aspects of the system – persisting parts of the system data to disk while not impacting performance is a balancing exercise.

[JohnGreenan]

There is a conceptual question to deliberate on here.
If a production server goes down a cancel-on-disconnect will execute either implicitly or explicitly.
So the non-production server has to commence operations with an entirely empty order book.

All well and good, so what does need to be taken from production to non-production engine?

Static data.