* Jyoti Seth <jyotiseth2001@gmail.com> wrote:
Hi,
if you can live with some seconds lag, you can use an separate
transfer process which looks at the source of your prices and
and updates the second DB if some price changes.
Depending on how often prices change, there're two good options:
a) add an timestamp field to the original price table, which is maintained by an after-trigger. The transfer
regularily (ie. every few secs) fetches all those records which have been changed since last poll (via the new
timestampfield).
b) create an new table for an journal of the price changes. this journal is filled by rules on the original table and
contains exactly what's needed to reproduce the price changes in the other DB. The transfer process regularily fetches
the journal and rolls it out in the second DB.
I've implemented the method b) in an realtime stock (FOREX)
trading applications where trading automatically robots execute
transactions on the customer's broker accounts on signals
provided by an team of profession traders. (the client can
subscribe to several trading signal channels and define in
which quantities transactions should be performed from which
channels should be executed on their broker accounts and the
broking platform does all the time critical work). The robots
work entirely on separate databases (on separate hosts),
several transfer processes feed in robot commands and fetch
back results to the primary database. So time critical things
are separated to own servers. It works quite fine :)
cu
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