NSE Stock Exchange, the whole design.

%% title: Order entry, one sequenced core, and everything that reads its output
flowchart TD
  MEM@{ icon: "sd:users", label: "Members<br/>brokers' offices · co-location racks" }
  GR@{ icon: "sd:router", label: "Gateway router<br/>least-loaded gateway" }
  GW@{ icon: "sd:gateway", label: "Gateways<br/>connection rate · sliding window" }
  CHK["Checks before the book<br/>price band · freeze qty · value · status"]:::service
  SEQ["Sequencer per partition<br/>next number · journal"]:::hot
  JRN@{ icon: "sd:log", label: "Journal<br/>input log" }
  NS@{ icon: "sd:database", label: "Near site<br/>synchronous copy" }
  DR@{ icon: "sd:region", label: "DR site, Chennai<br/>asynchronous mirror" }
  ME["Matching thread<br/>in-memory books · price-time"]:::core
  MD@{ icon: "sd:network", label: "Market data<br/>multicast A and B feeds" }
  CLR["NSE Clearing<br/>novation · real-time margins"]:::core
  SURV@{ icon: "sd:monitor", label: "Surveillance<br/>replays the log" }
  MEM ==> GR
  GR -.->|"assigns"| GW
  GW ==> CHK ==> SEQ
  SEQ ==> JRN
  SEQ ==> ME
  JRN ==> NS
  JRN -.-> DR
  ME ==> MD
  ME ==>|"trades"| CLR
  ME --> SURV
  CLR -.->|"disable member"| CHK
  class MEM client
  class GR,GW edge
  class JRN,NS store
  class DR external
  class MD queue
  class SURV service

%% title: Zoom-in · one partition with output gating
flowchart TD
  G1@{ icon: "sd:gateway", label: "Gateways<br/>admitted messages" }
  SEQ["Sequencer<br/>assign seq · journal"]:::hot
  ME["Matching thread<br/>applies in sequence"]:::core
  HS["Hot standby<br/>same log · same code"]:::core
  NS@{ icon: "sd:database", label: "Near site<br/>synchronous journal" }
  GATE{"Input durable on<br/>standby and near site?"}
  OUT@{ icon: "sd:stream", label: "Acks · trades · ticks<br/>released in order" }
  G1 ==> SEQ
  SEQ ==> ME
  SEQ ==> HS
  SEQ ==> NS
  ME ==> GATE
  HS -.->|"book hash every N"| GATE
  NS -.->|"ack"| GATE
  GATE ==>|"yes"| OUT
  class G1 edge
  class NS store
  class OUT queue

%% title: One order from a broker's session to a trade, a tick and clearing
sequenceDiagram
  autonumber
  participant B as Broker
  participant G as Gateway
  participant S as Sequencer
  participant M as Matching thread
  participant D as Multicast stream
  participant C as NSE Clearing
  B->>G: new order · 1 lot @ 4.20
  G->>G: rate · price band · value · member status
  G->>S: forward
  S->>S: next seq · journal to standby and near site
  S->>M: apply in sequence
  M-->>G: ack · order number = partition + sequence
  M->>M: crosses resting sell at 4.20
  M-->>G: confirmations to both members
  M->>D: tick · one packet for every subscriber
  M->>C: trade · applied once by sequence
  Note over S,M: outputs leave only after the input is durable

%% title: A session drops · replay, then act on what happened
sequenceDiagram
  autonumber
  participant B as Broker
  participant R as Gateway router
  participant G as New gateway
  participant L as Output log
  B->>R: logon after drop
  R-->>B: new gateway · session key
  B->>G: download stream 7 from last seq
  G->>L: this trader's messages after that seq
  L-->>B: ACK new order · TRADE on older order
  B->>G: modify older order · last activity reference
  alt reference matches
    G-->>B: modified
  else order changed since
    G-->>B: rejected · stale version, re-read
  end
  Note over B,G: ask, don't resend

%% title: Critical systems fail · halt, declare, fail over as one unit
sequenceDiagram
  autonumber
  participant O as Operations
  participant P as Primary site
  participant D as DR site
  participant M as Members
  P-->>O: risk, index, surveillance down · trading healthy
  O->>P: halt all segments
  O->>M: trading halted
  Note over O: declare within 30 min · restore within 45 min
  O->>D: activate trading, risk, clearing, index, surveillance
  D->>D: replay journals to last replicated seq
  M->>D: logon via router · download messages
  Note over D,M: multicast streams restart at seq 1
  D->>M: pre-open call auction, then continuous trading

%% title: Core entities
classDiagram
  class Partition {
    +partitionId : int
    +epoch : int · fences a deposed sequencer
    +lastSeq : long
    +contracts : list
  }
  class Book {
    +contract : token
    +bids : price levels · FIFO queues
    +asks : price levels · FIFO queues
  }
  class Order {
    +orderNo : partition and sequence
    +side : BUY or SELL
    +price : int · in ticks
    +qty : int
    +lastActivityRef : long · version for modify
    +clientCode : string
    +algoId : int · if algorithmic
  }
  class Session {
    +connectionId : int
    +subscribedRate : msgs per second
    +lastSeqSeen : long per stream
  }
  class Trade {
    +partition : int
    +seq : long · unique with partition
    +buyOrder : orderNo
    +sellOrder : orderNo
    +qty : int
    +price : int · in ticks
  }
  Partition "1" --> "many" Book : owns
  Book "1" --> "many" Order : queues
  Session "1" --> "many" Order : sends
  Order "1" --> "many" Trade : fills in

%% title: An order, from entry to done
stateDiagram-v2
  [*] --> CHECKED: gateway admits it
  CHECKED --> REJECTED: rate, band or limit fails
  CHECKED --> SEQUENCED: sequencer numbers it
  SEQUENCED --> OPEN: rests in the book
  SEQUENCED --> FILLED: crosses fully
  OPEN --> OPEN: modify with current reference
  OPEN --> PART_FILLED: trades in part
  PART_FILLED --> FILLED: rest trades
  OPEN --> CANCELLED: cancel or close
  PART_FILLED --> CANCELLED: cancel or close
  FILLED --> [*]
  CANCELLED --> [*]
  REJECTED --> [*]
  class FILLED ok
  class REJECTED bad
  class PART_FILLED queue