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Java Developer with Production Support
Ref No.: 17-00724
Location: New York City, New York
Position Type:Contract
Start Date: 09/12/2017

· Market Data is an essential part of Equity Trading system.
· It's 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.