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Market Data is an essential part of Equity Trading system. Its critical to process market data efficient and quickly. Please design a market data dispatching system that receive a stream of market data via a socket with a single consumer and dispatch each tick to a pool of thread. In the dispatch system, no two threads can process the same symbol at the same time. The consumer of the tick socket cannot be blocked until a thread completes as it generates backlog on subsequent tick updates on other symbols. When the thread completes process symbol XYZ, it needs to check and consume ticks on symbol XYZ that arrived while the thread was processing previous XYZ tick.

Taidot: Java

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iridescent2x15

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