Marketdata

marketdataimplemented by → rsx-marketdata← TopologyAll Components

What it is

Marketdata maintains a shadow orderbook per symbol rebuilt from ME WAL events (INSERT, CANCEL, FILL) via the replication subscription. It broadcasts L2 depth snapshots (20 levels), BBO updates, and a trade tape (200-entry rolling window) to public WebSocket subscribers. Not on the order critical path.

Live Health (status, RSS, details)

CPU omitted — busy-spin tiles peg 100% by design (healthy).

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Latency

No per-component live latency for this process. See the Latency tab for gateway round-trip and e2e measurements.

Log tail (marketdata)

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