Background
A securities company’s legacy trading system faced performance bottlenecks during peak hours, with delayed responses and scaling difficulties. They needed a modern, high-availability solution.
Solution
Technical Architecture
- Core Framework: Spring Boot 3.x + Spring Cloud
- Message Queue: Apache Kafka (order matching)
- Cache Layer: Redis Cluster (hot data)
- Database: PostgreSQL (primary) + TiDB (real-time analytics)
Key Features
- Order Matching: High-performance matching engine, supporting limit and market orders
- Risk Control: Real-time rule engine, automatic detection of suspicious trades
- Account Management: Multi-currency accounts, settlement, reconciliation
- Market Data: WebSocket real-time quotes, millisecond latency
Results
- Daily trading volume: 2 million transactions
- Order matching latency: < 10ms
- System availability: 99.99%
- Passed Level 3 security certification