Team #3: FTEX

18-749: Fault-Tolerant Distributed Systems
Spring 2006

 

Team Members:

Team Roles:

Role Ernest Yong Khong Han Chun Imran Arnold
Webmaster       X  
Databases X     X X
Testing X X X    
Application   X   X X
Documentation     X   X
Reliability Analysis X X X    
Performance Analysis X X     X
Real-Time Analysis   X X X  
Server Modules X   X X  
Client Module     X    
CORBA/EJB Development X X X X X
Replication Manager X        

Project Title:  Fault-Tolerant Exchange

Baseline Application Description: A fault-tolerant and high-performance market making stock exchange. (i.e. NASDAQ, Island, Archipelago). Matches buy and sell order of multiple clients.

Configuration:

Third-party software, if any (databases):

Baseline Application Features:

Application Flow Chart

Reliability Requirements:

Real-Time Requirements:

Performance Requirements:

Appendix

An example of a working electronic exchange can be seen from www.island.com where during market hours, anyone can see the list of orders (limit order book) for any particular stock on electronic exchanges. An example of such a limit order book can be seen for the stock of Google (GOOG) below.

Glossary

Limit Order: An order to buy and sell a stock at a certain price only. Once transmitted the limit order will enter the limit order book in a queue according to the price of the order. Lower price sell orders move to the top of the list and higher price sell orders go to the top of the list. If there is a match of sell and buy order at the top of the queues then the trade will be executed, matching the buyer and seller.

Market Order: An order to buy or sell at any price currently available. This would reflect the tops of the buy and sell order queues. Buy orders will be matched with the lowest sell order price on the limit book and sell orders are matched with the highest buy order in the limit book

Update (02/13/2006)

Architecture and FTEXServer Interface

Update (03/09/2006)

Fault Tolerant Design

Test Scenario

Javadoc for FTEX

Update (04/05/2006)

Fault Tolerance Evaluation

Update (04/17/2006)

FTEX Real-Time Experimental Evaluation Report(pdf)

Update (04/23/2006)

Phase IV proposal(doc)

Update (05/03/2006)

Final Presentation

Update (05/05/2006)

Final Demo Deliverables

Instructions to run demo