hhanh00

Proposed Architecture

Market data provider bridge

• Interface to the Market data vendor (RMDS, Bloomberg, etc.)
• Convert their data model into our own
  • Data fields
  • Image vs Refresh messages
  • Market by order, by depth
• Outputs tick by tick in unified data model

hhanh00

Digital Signatures

Intro

Let's imagine an island whose inhabitants all have an identification number and a phone number. The identification number (ID) starts from 1 and the phone number is a 10 digit number. They have a phone directory that lists everyone's ID and phone number.

The phone number is given to the user in a way that is difficult to understand.

Given a phone number, we cannot figure out the person ID. There is no reverse directory.

hhanh00

test

hhanh00

type ParserState = {
    InHeader: bool
    Command: string
    Checksum: int
    PayloadLength: int
    Data: byte[]
}

type BitcoinMessageParser(networkData: IObservable<byte[]>) =
    let headerLen = 24