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Audit engine definition #3

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featherenvy opened this issue Jan 18, 2022 · 0 comments

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feature

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featherenvy commented Jan 18, 2022 •

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The audit engine monitors the market and trading activity to spot potential issues.

Some potential features:

Audit orderbook from market data engine - does it match up with snapshot using REST API? When orderbooks streamed using WS connection, they might get out of sync when messages are dropped or arrive out-of-order.
Audit recorded private trades - do we have all private trades recorded (match up against other endpoints)
Audit balances against orders and trades
Compute PnL

featherenvy added the feature label

featherenvy changed the title ~~Audit engine implementation~~ Audit engine definition

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