HLD-320·Messaging & Fan-out
Hard · 1,500 ptsSub-40ms Live Stock Quote Snapshot & WebSocket Ticker Feed
Design Robinhood / Bloomberg’s live market-data ingestion and fan-out tier delivering NBBO top-of-book quotes and 1-minute OHLCV candles to millions of traders.
Max p99
≤ 38 ms
Availability
≥ 99.5%
Budget
≤ $8,700
Functional Requirements
- FR-1POST /market/ticks/{symbol} — Ingests exchange feed ticks, updates latest NBBO & 1m candle.
- FR-2GET /market/quotes/{symbol} — Serves sub-40ms p99 quote snapshot and sparkline to trading clients.
- FR-3DELETE /market/ticks/{symbol} — Releases canceled or expired leases/holds atomically and immediately refreshes cached availability.
- FR-4Must absorb 9:30 AM market-open tick floods on meme/mega-cap symbols and survive node crashes.
Workload Profile
Midday Trading62,000 Quote Read RPS / 12,000 Exchange Tick RPS
9:30 AM Market Open Bell155,000 Read RPS / 30,000 Tick Write RPS
Active Working Set24 GB NBBO books & intraday 1-second candle rings
Latency GateStrict p99 <= 38 ms under extreme ticker skew
Consistency Model
Monotonic read-after-write quote timestamps per symbol so clients never observe price time-travel.
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