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Messaging Subject Map: YU10-fix-ingress

This state adds no NATS subject (its new surface is the FIX endpoint listed at the end); every entry below is carried forward unchanged from YU09-ops-hardening.

Subject Families​

  • /trades

    • producer: trade-service
    • consumer: trade-processor
    • delivery: point-to-point
    • wildcard: no
    • scope: global
    • payload: validated trade order with stamped execution price

  • /accounts/<accountId>/trades

    • producer: trade-processor
    • consumer: frontend trade blotter stream, tick-store capture
    • delivery: broadcast
    • wildcard: no (consumed with wildcard /accounts/*/trades)
    • scope: per-account
    • payload: processed trade (includes price)

  • /accounts/<accountId>/positions

    • producer: trade-processor
    • consumer: frontend position blotter stream
    • delivery: broadcast
    • wildcard: no
    • scope: per-account
    • payload: position snapshot (includes averageCostBasis)

  • pricing.<TICKER>

    • producer: price-publisher
    • consumer: frontend valuation streams, trade-processor's EOD closing-price source, tick-store capture
    • delivery: broadcast
    • wildcard: yes (pricing.*)
    • scope: per-ticker
    • payload: market tick (price, openPrice, closePrice, asOf, source)

  • /accounts/<accountId>/orders

    • producer: order-matcher
    • consumer: frontend account order blotter stream, execution-algo-engine fill tracking (new; subscribes to NATS's catch-all > and filters client-side by subject prefix/suffix, since the literal /-separated subject has no .-token position for a real NATS wildcard; research.md Decision 5)
    • delivery: broadcast
    • wildcard: no (no NATS-native wildcard is possible on this subject shape at all)
    • scope: per-account
    • payload: NatsEnvelope wrapping an order lifecycle event (orderId, status, remainingQuantity, limitPrice, lastExecutionPrice) under payload

  • /orders

    • producer: order-matcher
    • consumer: frontend admin order blotter stream
    • delivery: broadcast
    • wildcard: no
    • scope: global
    • payload: order lifecycle event (orderId, accountId, status, remainingQuantity, limitPrice)

  • eod.prices.ready (JetStream, stream TRADERX_EOD)

    • producer: trade-processor
    • consumer: position-service (durable consumer eod-pnl)
    • delivery: durable point-to-point (JetStream file storage; redelivered until acked)
    • wildcard: no
    • scope: global
    • payload: gate event (sessionDate, version, instrumentCount, publishedAtMillis)

  • eod.pnl.done (JetStream, stream TRADERX_EOD)

    • producer: position-service
    • consumer: none within this state (chain-link event for a future overnight-batch subscriber)
    • delivery: durable broadcast (JetStream file storage)
    • wildcard: no
    • scope: global
    • payload: completion event (sessionDate, version, accountsMarked, accountsHalted, completedAtMillis)

  • algo.events.> (JetStream, stream TRADERX_ALGO_ENGINE, new)

    • producer: execution-algo-engine
    • consumer: execution-algo-engine (durable consumer algo-engine-state, itself; no other subscriber in this state)
    • delivery: durable point-to-point (JetStream file storage; explicit ack after applying to in-memory state, so a crash between append and ack redelivers)
    • wildcard: yes (subject per event carries algo.events.<parentOrderId>)
    • scope: global
    • payload: parent-order lifecycle event (type, parentOrderId, plus type-specific fields; see data-model.md)

execution-algo-engine introduces one new JetStream stream (its own event log, published and consumed only by itself) and one new subscriber on the two rows marked (new) above; it publishes nothing to core NATS.

YU10 addition: FIX session endpoint (non-NATS)​

YU10 adds no NATS subject. Its new wire surface is a FIX 4.4 TCP endpoint, listed here so this map remains the complete inventory of the state's messaging surfaces:

EndpointTransportProducer -> ConsumerPayloadScope
order-matcher:18130FIX 4.4 / TCP (point-to-point session)FIX initiator <-> order-matcher acceptorFIX 4.4 messages: A/0/1/2/3/4/5 session-level; D/F/H in; 8/9 out (see contracts/contract-delta.md)cluster-internal