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amlutoyesterday at 10:05 PM1 replyview on HN

An amusing, moderately expensive solution that might actually work would be to have a weekday system and a weekend system. Think of it as a spare D/R system that you intentionally swap twice a week :)

If done right, it would be a complete separate system. Separate IP addresses and all.


Replies

nippooyesterday at 10:11 PM

That's effectively time-based request sharding which seems sensible but you'd still have to reconcile trades and any open positions (etc) across the time boundary where one system stops accepting requests and the other one starts. And keep the databases synchronous (ie have some system to make sure they're in sync at the changeover time) - or have a few minutes/hours of downtime between weekends and weekdays while you copy the whole production database from one system to another. The devil is in the details!