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Messaging Subject Map (state YU01)

Subjects and payload shapes are inherited verbatim from state 009 (FR-09B21/FR-09B40); only the producing component changes for order/trade/position families (output-disruptor NATS bridge inside the hot-path node). pricing.<TICKER> gains an additional consumer: the Gateway, which injects sequenced PRICE_TICK input events.

Subject Families​

  • /trades

    • producer: output-disruptor NATS bridge (TradeBooked events; was trade-service)
    • consumer: legacy global trade stream consumers
    • delivery: point-to-point
    • wildcard: no
    • scope: global
    • payload: unchanged; validated trade with stamped execution price

  • /accounts/<accountId>/trades

    • producer: output-disruptor NATS bridge (TradeBooked; was trade-processor)
    • consumer: frontend trade blotter stream
    • delivery: broadcast
    • wildcard: no
    • scope: per-account
    • payload: unchanged; processed trade (includes price)

  • /accounts/<accountId>/positions

    • producer: output-disruptor NATS bridge (PositionUpdated; was trade-processor)
    • consumer: frontend position blotter stream
    • delivery: broadcast
    • wildcard: no
    • scope: per-account
    • payload: unchanged; position snapshot (includes averageCostBasis)

  • pricing.<TICKER>

    • producer: price-publisher (unchanged)
    • consumer: frontend valuation streams + Gateway (sequences PRICE_TICK input events)
    • delivery: broadcast
    • wildcard: yes (pricing.*)
    • scope: per-ticker
    • payload: unchanged; market tick (price, openPrice, closePrice, asOf, source)

  • /accounts/<accountId>/orders

    • producer: output-disruptor NATS bridge (order lifecycle events; was order-matcher inline)
    • consumer: frontend account order blotter stream
    • delivery: broadcast
    • wildcard: no
    • scope: per-account
    • payload: unchanged; order lifecycle event (orderId, status, remainingQuantity, limitPrice, lastExecutionPrice)

  • /orders

    • producer: output-disruptor NATS bridge (order lifecycle events; was order-matcher inline)
    • consumer: frontend admin order blotter stream
    • delivery: broadcast
    • wildcard: no
    • scope: global
    • payload: unchanged; order lifecycle event (orderId, accountId, status, remainingQuantity, limitPrice)

Parity Gate​

Subject names and JSON payload shapes are asserted byte-compatible with 009 by the smoke suite (SC-09B09); securityId -> ticker and fixed-point -> decimal rendering happen only in the bridge.