A learning project exploring how to compose a polyglot, distributed trading system around two very different communication paradigms — asynchronous, message-driven ingestion and synchronous, transactional processing — and the service that bridges them.
The goal is not the trading domain itself but the architecture around it: clear service boundaries, an edge gateway with centralized auth, durable messaging, and observability.
Status: work in progress. The diagram below shows the intended end state. The FIX ingestion pipeline (ingress → queue → consumer → bridge → processor) and the edge/auth/observability layers exist today; the core application services and configuration cache on the right are planned.
Edge & auth. All external traffic enters through Traefik. The auth-service
issues tokens (/token) and backs a forwardauth middleware (/verify) that gates
protected routes, injecting X-Auth-Subject / X-Auth-Roles headers downstream so
services never handle credentials directly.
More about this decision in ADR 0001: Trusting the X-Auth-Subject header.
Async ingestion. A raw FIX message string is posted to fix-ingress, which
validates it and publishes to RabbitMQ (fix_messages_ingress). fix-consumer
persists the raw message to MongoDB and emits a process request
(fix_messages_process).
The bridge. bridge is the connector between the two worlds: it consumes the
async process request from RabbitMQ and makes a synchronous HTTP call to
fix-processor. fix-processor parses the message and writes the structured trade
into MSSQL transactionally. On success the bridge publishes a confirmation
(fix_messages_confirmation), which fix-consumer uses to mark the original
document processed — closing the loop without coupling the two sides.
Core application services (planned). A cluster of services (configuration, order, security, portfolio) serves the portfolio management web app over Traefik, reading trade data from MSSQL and shared configuration from a Redis cache.
Observability. Logs and telemetry flow into Alloy → Loki → Grafana, kept on a separate network and out of the request path.
Testing currently centers on tests/, a Rust load/smoke script that drives the
full ingestion path end to end: it authenticates against auth-service for a token,
then generates synthetic FIX messages and posts them through Traefik to fix-ingress
under that token. More tests are planned, starting with focused coverage of the
auth-service (token issuance and forward-auth verification).
| Path | What |
|---|---|
fix-backend/ |
Go services: fix-ingress, fix-consumer, shared MQ/model code |
core-backend/ |
.NET services: Bridge, FixProcessor, TradeData (EF Core / MSSQL), shared models |
auth-service/ |
Go token issuer + forward-auth verifier |
observability/ |
Alloy, Loki, Grafana config |
tests/ |
Rust load/smoke test driving the ingestion path end to end |
docs/adr/ |
Architecture decision records |
docker-compose.yml |
Local orchestration of the whole stack |