Functional requirements<ul class="list-disc pl-8 text-sm"><li>Users should be able to buy/sell shares</li><li>Users should be able to check the status of their orders</li><li>Users should be able to check history of orders</li></ul>Non functional requirements<ul class="list-disc pl-8 text-sm"><li>Low latency of 200 ms</li><li>High Consistency of orders with no partial orders</li><li>High volume support of 20M DAU, 1000 symbols, 5 orders per day</li></ul>API endpoints<ul class="list-disc pl-8 text-sm"><li>POST /v1/orders/ { Type: buy/sell, orderplacedat:timestamp, price:buyprice or sellprice, symbol:def, usermetadata }</li><li>GET /v1/orders/:userID?fromtime=xyz&amp;totime=abc</li></ul>Workflow placing an orderUser places an order -&gt; API gateway and load balancer -&gt; Order Service (check valid order and enough money to buy) -&gt; Post order details in DB (orderID, userID, timestamp, price, symbol, status of order, metadata) and block the money -&gt; pushes to job queue -&gt; order worker service picks it up, aggregates over 1 second and passes it stock exchange APIs -&gt; stock exchange return order details -&gt; Order Service adds in DB (stockexchangeOrderID, other metadata) -&gt; Order details sent to users via websocketWorkflow order settledStock exchange calls webhook or via websocket -&gt; Settlement service -&gt;&nbsp;Scaling the system<ul class="list-disc pl-8 text-sm"><li>Create a websocket layer between user-clients and order service. Use L4 WS gateway and routing based on userID.&nbsp;</li><li>Create a websocket connection between exchange and order service. Batch orders from every users and every symbol in one second interval and send it to exchange. Reduces cost</li><li>Order service can be scaled horizontally using consistent hashing method based on userID</li><li>Kafka to be used as queue for message durability and replay in case of failures</li><li>Settlement services can be scaled horizontally based on the traffic</li><li>Create http based view historical orders and their status</li></ul>

Design a system for real-time stock market data.

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