Scenarios

Scenarios are used to configure and instantiate MarketGrid.

MarketGrid is started by launching a scenario.

A scenario consists of:

What services to start up;
What configuration options to pass to each service.

Scenarios provide a high level of flexibility for deploying MarketGrid containers. Rather than specifying many configuration options for each server on which MarketGrid is run, each container can be simply told which scenario to run. This allows for deployments of any level of complexity. For example:

The simplest possible deployment consists of just one scenario.
A production deployment might define main and backup scenarios for running engines in primary and DR zones.
A more advanced deployment might also define a replica scenario for building out readonly replica instances for UI and API server scaling.

MarketGrid is typically shipped with a number of scenarios built in, tailored to the customer for whom the release is built. In addition, custom scenarios may be defined using YAML files that are stored outside the container.

Specifying the scenario to run

To launch MarketGrid using a specific scenario, specify its name as the argument to the mg start command which is used to run the container.

docker run

docker run -d marketgrid:latest mg start equities_test

docker-compose.yaml

services:
    marketgrid:
        command: mg start equities_test

values.yaml (Helm)

image:
  command: ["mg"]
  args: ["start", "equities_test"]

mg start reference.

If the container is already running, executing mg start (with either no scenario name or the same name as the running scenario) inside the container will bring up any services that are stopped.

Stopping a scenario

The MarketGrid container will begin to shut down when it receives a SIGINT signal from the container runtime. At this point, the running scenario will be shut down gracefully.

Depending on how the scenario is configured, data may be written down at this point.

Once all services have completed their shutdown process, the container will be allowed to stop.

Some runtimes define a grace period for container shutdown , after which time the container is forcefully terminated. This grace period may need to be adjusted to avoid data loss, depending on how frequently the MarketGrid services are configured to write down and how much data is in the system.

If MarketGrid is being run outside a container (for example, in a local development environment), use the mg stop command to stop all running services.

Defining scenarios

Usually, MarketGrid will ship with one or more scenarios that are predefined and tailored for the customer for whom the release has been built.

In addition, scenarios can be defined using JSON or YAML files that are loaded into the container using a persistent volume. This allows the customer to have full control over the deployment.

Here is an example of a scenario defined in YAML format:

name: equities_test
description: Equities example scenario

services:
    # Core matching engine
    matching_engine:
        process: te_engine
        options:
            load: datasets/demo/equities_test_data
            demomode: NoPasswords
            savefile: translog
            max_recs:
                Account: 1000
                Broadcast: 1000000
                Enterprise: 100
                Firm: 100
                Holding: 50000
                Holding_change: 100000
                Level1_change: 100000
                HoldingTransaction: 1000
                Industry: 100
                Instrument: 100
                InstrumentGroup: 10
                InstrumentMarket: 6
                Market: 10
                Order: 10000
                RFQ: 1000
                ScheduledTransactions: 1000
                Sector: 100
                Trade: 20000
                User: 100
                Blotter: 1
                GroupUser: 10000
                Position: 1
                TableCache: 200000
                TransactionLog: 10000
                BlobObject: 1000
                BlobObject_change: 10000

    # API services
    transaction_server:
        process: te_tserver
    snapshot_server:
        process: te_snapshots
        options:
            type: OrderBook

    # UI services
    ui_server:
        process: ui_server
    nginx:
        process: nginx
        options:
            branding: demo.default

Importing scenarios into MarketGrid

Custom scenarios are loaded into MarketGrid by mounting files into the /opt/MarketGrid/scenarios directory within the MarketGrid container. Any files in this directory that have a .json or .yaml extension will be parsed as scenario definitions.

If using Helm, scenarios can be defined directly within a scenarios block in the values.yaml file that is passed to helm install (or helm upgrade).