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Event Sourcing for Financial Auditing

#architecture #data-modeling #finance #event-sourcing

Design an event-sourcing schema for a high-frequency trading platform.

Design a comprehensive event sourcing schema for a high-frequency trading platform capable of handling 10,000 transactions per second. Your design must include: 1. A list of core event types (e.g., OrderPlaced, OrderFilled, AccountCredited) with their JSON schema structure. 2. A strategy for handling event versioning and schema evolution over time. 3. A mechanism to compute the current state of an account from the event stream efficiently. 4. A strategy for handling duplicate events and ensuring idempotency in the processing pipeline.