LMAX Sequencer Architecture (Trading Hot Path)
State 009 runtime with the trading hot path rebuilt as a sequenced, journaled, single-threaded in-memory BLP wired with disruptor rings; external contracts unchanged.
- Generated from:
system/architecture.model.json - Canonical flows:
system/end-to-end-flows.md
Architecture Diagram
Node Catalog
| Node | Kind | Label | Notes |
|---|---|---|---|
developer | actor | Developer | Local developer using this state. |
app_runtime | boundary | TraderX App Runtime | State 009 runtime baseline with the LMAX hot-path replacement. |
obs_runtime | boundary | Observability Runtime | LGTM + OTel stack from state 007 carried forward with hot-path telemetry coverage. |
ingress | service | NGINX Ingress | Routes UI, API, and order admin traffic (unchanged). |
trade_ui | service | Angular Trade UI | Trade ticket, order ticket, blotters, and admin tab (unchanged). |
gateway | service | Gateway (Trade Service) | Receptionist role: validates via in-memory replicas, maps ticker to securityId, fixed-point converts, SBE-encodes, submits sequenced input events. |
price_publisher | service | Price Publisher | Market tick source (unchanged node); ticks enter the sequenced stream via the Gateway. |
input_disruptor | service | Input Disruptor + Sequencer | Pre-allocated ring; global sequence assignment; parallel journaler/replicator/un-marshaller; sequence barrier gating the BLP. |
journal | service | Event Journal | Durable, replicated, authoritative append-only log of sequenced input events (Chronicle Queue / Aeron Archive). |
blp | service | Business Logic Processor | Single thread, in-memory, event-sourced: order books, positions, caches; match + book + position + emit. |
replica_blp | service | Replica BLP (warm standby) | Consumes the replicated input stream in lock-step with output suppressed; promoted on leader failure. Loopback/stub in demo profile. |
output_disruptor | service | Output Disruptor | Single-producer egress ring with parallel marshaller, NATS publisher, and read-model projector handlers. |
nats | service | NATS Broker | Realtime transport; subjects and payloads unchanged from 009. |
projector | service | Read-model Projector | Batched, checkpointed, rebuildable async writer of OrderBook/trade/position rows. |
database | service | Shared Database (read-model) | Same schema as 009; demoted to an async read-model projected from output events. |
prometheus | service | Prometheus | Scrapes hot-path, order, and allocation metrics plus blackbox probes. |
blackbox | service | Blackbox Exporter | Probes order endpoints and inherited runtime endpoints. |
loki | service | Loki | Aggregates runtime logs (hot-path logging is async/off-thread). |
grafana | service | Grafana | Dashboards for ring headroom, sequence lag, BLP/egress latency, projector lag, allocation rate, GC pauses. |