Market Data Feeds and Gap Recovery
Market-data consumers transform sequenced messages into local state while detecting loss, duplication, stale snapshots, and recovery boundaries.
Planned model
Deliver snapshots and incrementals with duplicates, gaps, reordering, and channel failover. Show expected sequence, buffered messages, recovery, and book validity.
Questions
- When is locally reconstructed state trustworthy?
- How do snapshot and incremental sequence domains join?
- What processing may continue while a gap is repaired?
Exercise
Specify a deterministic state machine for startup, normal flow, gap detection, recovery, and reset.