YU10-fix-ingress architecture
FIX 4.4 order-entry front door for the order-matcher: an in-process QuickFIX/J acceptor whose session threads publish translated order commands to the existing LMAX input ring, a durable correlation ledger binding ClOrdIDs to ring sequences, and an output-disruptor handler streaming ExecutionReports back to the owning session.
- Inherits architectural baseline from:
YU09-ops-hardening (which inherits the full YU02..YU08 LMAX/Kubernetes lineage) - Generated from:
system/architecture.model.json - Canonical flows:
architecture.md
Architecture Diagram
Node Catalog
| Node | Kind | Label | Notes |
|---|---|---|---|
fix_counterparty | external | FIX counterparty (initiator) | Any FIX 4.4 initiator: logs on with SenderCompID + JWT in Password(554), submits NewOrderSingle/OrderCancelRequest/OrderStatusRequest, receives ExecutionReports. |
fix_acceptor | service | QuickFIX/J acceptor (in-process, :18130) | Owns the FIX session layer (logon, heartbeats, sequence numbers, resend) on its own threads inside the order-matcher JVM. File store + file log on the FIX data directory. |
fix_identity | service | FixIdentity (logon gate) | Resolves Password(554) JWT once via the existing EntitlementGate.resolve and maps SenderCompID to exactly one account via FIX_SESSION_ACCOUNTS; pins the ResolvedPrincipal to the session; fail-closed on any miss. |
fix_translator | service | FixOrderApplication (translator) | On the session thread: D -> order-new, F -> cancel (ledger lookup + ownership check), H -> read-model status report. Four-outcome admission model; publishes to the input ring with a bounded claim timeout. |
clordid_ledger | store | ClOrdID correlation ledger (PVC) | Append-only records (sessionKey, ClOrdID, inputSeq, orderRef) written before ring publish with amortized force; rehydrated at startup; duplicate detection; fail-closed when unavailable. |
input_ring | queue | Input ring (ProducerType.MULTI) | Unchanged. FIX session threads join REST/Tomcat threads and the replication follower as producers. |
blp | service | BLP (journaler -> matcher) | Unchanged: journal + risk screen + matching engine. A FIX order is bit-identical to a REST order here. |
output_ring | queue | Output ring (ProducerType.SINGLE) | Unchanged; carries order-lifecycle output events with inputSeq correlation. |
fix_er_handler | service | FixExecutionReportHandler | Output-disruptor handler: joins OutputEvent.inputSeq through the ledger to (session, ClOrdID), builds ExecutionReport/OrderCancelReject, enqueues to the QuickFIX/J session send path. No I/O on the ring thread. |
fix_store | store | FIX session store (PVC) | QuickFIX/J file store: sequence numbers + sent messages (PersistMessages=Y) under FIX_DATA_DIR on the existing lmax-runtime-data volume; backs ResendRequest recovery. |
read_model | store | In-memory order read model | Unchanged; serves OrderStatusRequest lookups without touching the ring. |