DIGITAL ASSET EXCHANGE ENGINEERING DEMO

Market health and deterministic order guardrails

SIMULATED DATA
Waiting for feed
MID PRICE
—TWD
NORMAL
Best bid—
Best ask—
Weighted mid—
SP
Spread—

Transaction-cost proxy

BI
Imbalance—

Top-book pressure

RV
Volatility—

Rolling log-return σ

PS
Price shock—

Single-event movement

PAPER ORDER

Deterministic pre-trade checks

NO REAL EXECUTION
Ready for simulation

The gateway checks feed freshness, severity, notional size, price distance, and input validity.

EVENT-DRIVEN SYSTEM

Production-oriented architecture

MAXWebSocket
→
Market DataGo adapter
→
RedpandaKafka API
→
Risk EngineGo + gRPC
→
GatewayREST + SSE
GogRPCPostgreSQLKubernetesPrometheusGrafanaTerraform

At-least-once delivery, poison-message DLQ evidence, fail-safe audit persistence, and observable service boundaries.