Hi
i am a junior dev in trading app... we have a order refresh verification unit. It has to verify order confirmation from exchange. We send a bunch of different request in bulk ( NEW, MODIFY, CANCEL ) to exchange... Verification has to happen for max N times with each T intervals for all orders. if verification successful for all the order before N retry then fine.. otherwise we need to indicate as verification unsuccessfull. i hv done a basic coding done in very urgent like below
for( N times )
{
for_each ( sent_request_order ) // SENT
{
1) get all the refreshed order from DB or shared mem i.e REFRESHED
2) find current sent order in REFRESHED
if( not_found )
not refreshed from exchange, continue to next order
if( found )
case NEW : //check for new status, mark verification done
case MODIFY : //check for modified status..
//if not mark pending, go to next order,
//revisit the same after T time
case CANCEL : //check for cancelled status..
//if not mark pending, go to next order,
//revisit the same after T time
}
if( all_verified )
exit from verification.
wait ( T sec )
}
order_verification_pending, order_verification_done, order_visited, order_not_visited, all_verified, all_not_verified ... lot of boolean flags used for indication..
is there any better approach for doing this.... splitting responsibilities across the classes......????
i know this is not a general question.... but still flags are making me tidious to handle...
