pikers
EMS readme
As part of #190 we need a nice readme using mermaid sequence diagrams to explain the possible message flows and sequences that take place as part of piker's internal clearing system.
The set of possible flows i've sketched out include:
- live orders immediately submitted to the backend broker:
- details on order submission and an order ack message
- live limi + a cancel
- live limt + a sequence of fills
- live limit + an error
- dark order (i.e. client side triggered orders) flows:
- dark limit + cancel which never triggers
- dark limt + triggered execution + brokerd live submission
- dark limit + triggered + brokerd submission + cancel of that live submission
mermaid has support for so called "activations" which we can use to showcase tractor task relays and cross service dialogues nicely as well as "loops" which can be used to show where a stream of events/msgs are expected to be received. there's also some fancy parallel sequence annotations which we'll likely want down the road for describing multi-broker routing flows.
we should of course link to our message type set and the relevant piker streaming api endpoints as needed.
oh, and it might also be worth making a pikerd service tree graph diagram eventually for demonstrating the processs hierarchy as well.
