Sequence bus: online AxoDB: configured

AxoDB Entity Model

44 entity types

382 properties

CLOB

5 entities

Entity	Key	Properties	References
Market State	marketState	9	orderBook->orderBook
Match	match	8	orderBook->orderBook, market->market, instrument->instrument, aggressingOrder->order, restingOrder->order
Order Book Entry	orderBookEntry	9	orderBook->orderBook, order->order
Order Book Level	orderBookLevel	8	orderBook->orderBook
Trade	trade	14	match->match, venue->venue, market->market, instrument->instrument, buyOrder->order, sellOrder->order, buyParticipant->participant, sellParticipant->participant

EMS

2 entities

Entity	Key	Properties	References
Execution Report	executionReport	10	order->order, event->orderEvent, fill->fill
Route	route	7	parentOrder->parentOrder, destinationVenue->venue, destinationMarket->market

Market Data

5 entities

Entity	Key	Properties	References
FX Rate	fxRate	6
Mark Price	markPrice	6	instrument->instrument
Market Data Tick	marketDataTick	12	venue->venue, market->market, instrument->instrument
Yield Curve	yieldCurve	5
Yield Curve Point	yieldCurvePoint	5	yieldCurve->yieldCurve

OMS

4 entities

Entity	Key	Properties	References
Fill	fill	12	trade->trade, order->order, participant->participant, trader->trader, book->book
Order	order	24	parentOrder->parentOrder, route->route, venue->venue, market->market, orderBook->orderBook, instrument->instrument, participant->participant, trader->trader, book->book
Order Event	orderEvent	11	order->order, market->market
Parent Order	parentOrder	12	participant->participant, trader->trader, book->book, instrument->instrument

Participants

4 entities

Entity	Key	Properties	References
Participant	participant	5
Trader	trader	5	participant->participant
Trading Account	tradingAccount	6	participant->participant
User Session	userSession	7	trader->trader

PMS

6 entities

Entity	Key	Properties	References
Book	book	7	parentBook->book, ownerParticipant->participant
Book P&L Aggregate	bookPnlAggregate	9	book->book
Cash Balance	cashBalance	5	book->book
P&L Snapshot	pnlSnapshot	11	book->book, instrument->instrument, position->position
Position	position	13	book->book, instrument->instrument
Position Lot	positionLot	8	position->position, trade->trade

Reference Data

10 entities

Entity	Key	Properties	References
Bond Instrument	bondInstrument	10	instrument->instrument
Derivative Contract	derivativeContract	9	instrument->instrument, underlyingInstrument->instrument
Equity Instrument	equityInstrument	6	instrument->instrument, listingVenue->venue, primaryMarket->market
FX Pair	fxPair	5	instrument->instrument
Instrument	instrument	13
IRS Instrument	irsInstrument	9	instrument->instrument
Market	market	7	venue->venue
Order Book	orderBook	9	venue->venue, market->market, instrument->instrument
Trading Session	tradingSession	7	market->market
Venue	venue	6

Risk

1 entities

Entity	Key	Properties	References
Risk Limit	riskLimit	8	book->book, participant->participant, instrument->instrument

Sequence Bus

5 entities

Entity	Key	Properties	References
Order Command	orderCommand	14	trader->trader, participant->participant, market->market, instrument->instrument, targetOrder->order
Processing Checkpoint	processingCheckpoint	6	stream->sequenceStream
Sequence Event	sequenceEvent	11	stream->sequenceStream
Sequence Stream	sequenceStream	6
Venue Sequence	venueSequence	5	venue->venue, market->market

Simulation

2 entities

Entity	Key	Properties	References
Simulator Definition	simulatorDefinition	10	participant->participant, trader->trader, market->market
Simulator Run	simulatorRun	7	simulatorDefinition->simulatorDefinition

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