Expand description
Provides a generic DataEngine for all environments.
The DataEngine is the central component of the entire data stack.
The data engines primary responsibility is to orchestrate interactions between
the DataClient instances, and the rest of the platform. This includes sending
requests to, and receiving responses from, data endpoints via its registered
data clients.
The engine employs a simple fan-in fan-out messaging pattern to execute
DataCommand type messages, and process DataResponse messages or market data
objects.
Alternative implementations can be written on top of the generic engine - which
just need to override the execute, process, send and receive methods.