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We are requesting 20,000,000 euro to place 900 orders on the exchange. What could go wrong?
Today, I will explain how to avoid losing billions in client money when executing large transactions on the exchange. This discussion focuses on an often overlooked and largely invisible problem that arises when handling large requests, particularly HTTP requests, which may not be fully executed. It's surprising how little attention is given to this issue and how few tools there are to address it.
Our task was to implement large-scale management of exchange orders, not just within a single exchange but globally, and to ensure it operates reliably. In this story, you'll encounter clients, servers, and cats. Stories are always more enjoyable with cats.