Runtime Topology: YU16-cdm-instruments
The inherited tier is unchanged: the same services, ports, cluster members and observability as YU15. This state widens the instrument universe those services carry; CDM-shaped reference data, Treasury pricing, bond-aware post-trade and display; and adds one route to reference-data. No component is added or removed; no deterministic-core process changes.
Entrypoints
| Entrypoint | Process | Purpose |
|---|---|---|
GET /instruments, GET /instruments/{instrumentKey} | reference-data (:18085) | CDM instrument records |
GET /instruments/control-snapshot | reference-data (:18085) | general-name control snapshot (same store/watermark as /stocks/control-snapshot) |
GET /stocks* | reference-data (:18085) | retained inherited routes; the YU04 feed's bootstrap |
POST /orders (REST), FIX D | cluster gateway | unchanged; gateway-side UST- face validation added |
pricing.<instrumentKey> | price-publisher (:18100) | unchanged subjects; Treasury payloads extended |
Components
| Component | Role | State |
|---|---|---|
| reference-data | instruments module + retained stocks module over one store and one outbox watermark | SQL + outbox (inherited) |
| price-publisher | equity/option quoting inherited; Treasury walk with per-batch shared roll | in-memory quote state |
| order-matcher cluster | unchanged deterministic core; registers the ten new keys through the inherited control feed | replicated (unchanged format 4) |
| cluster gateway | unchanged routing; UST- face validation before submission | stateless |
| trade-processor | booking gains Treasury average-cost and Rejected fail-closed landing | SQL |
| position-service | rejection-aware trade reads | SQL |
| risk-extract | join gains instrument static; renders schema-2 CSV | object store (write-once, inherited) |
| web-front-end | asset-class filter, Treasury labels/valuation | stateless |
Networking
| Path | Transport | Notes |
|---|---|---|
| trade-processor → reference-data | HTTP GET /instruments/{key} | booking-time Treasury metadata; 2 s / 5 s timeouts, fail closed |
| trade-service → reference-data | HTTP GET /instruments/{key} | order validation resolves the CDM record |
| order-matcher → reference-data | HTTP GET /instruments/control-snapshot | bootstrap default at this layer; env override unchanged |
| everything else | inherited | no new paths, subjects or ports |
Startup / Health Order
- database → reference-data (instruments seed load asserts CDM conditions; a violation fails startup loudly)
- NATS → price-publisher (Treasury seeds from snapshot; no external calls)
- cluster members → gateway (unchanged)
- post-trade services in any order; booking-time metadata is resolved per trade, fail closed
Ordering beyond the database is not load-bearing: every consumer of the new data either retries (feed subscribers) or fails closed per request (booking metadata).
Degraded Behavior
| Condition | Behavior |
|---|---|
| reference-data down at booking time | A UST- booking persists a Rejected trade ("Treasury reference metadata is unavailable") and publishes it; no position updates. Equity/ETF bookings do no lookup and are unaffected. |
| reference-data down at bootstrap | The replica bootstrap retries against /instruments/control-snapshot exactly as it did against /stocks/control-snapshot; same code, repointed URL. |
| A Treasury matures mid-session | Its quotes are suppressed and new orders are rejected at the validation boundary; resting state is untouched (earliest seed maturity is 2028-06-30). |
Unknown UST- key requested | Price API returns 404 with no fallback quote; unknown equities keep the inherited lazy fallback. |
| Seed FIGI missing | The row loads with BBGTICKER only and a warning; startup never fails for an unresolvable identifier. |
| CDM condition violated in seed | Startup fails loudly (throw); a malformed universe never serves. |
| Both control-snapshot routes drift | They cannot drift independently; one handler, one store, one watermark; the contract test asserts equality. |