enewhuis / liquibook

Modern C++ order matching engine

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Feature Request: Saving data for recache

Gordon-TheTurtle opened this issue · comments

It would be great to add serialization abilities in liquibook for ease of system restart.

commented

:D yes, great idea! This one is at the top of my personal list. I've hacked partial support for that on a private branch that is storage specific, but perhaps there is a better generic way to do this. I was thinking Liquibook ought to have both a checkpointing and journal recovery feature so that it could be restarted, load checkpoint state, and then play queued incoming orders.

Yeah, that is a use case every one using liquibook would have for recovery purposes.
I propose to use boost serialization abilities as boost is already integrated.
And then let the user use these abilities as per their needs to give a fine-grained control.

It will also enable the user to save any additional data that they might have themselves, in a single call to save latency, and show a consistent state in case of failure in saving.