Our system (QD) incorporates a mechanism designed for transferring indexed states for events such as: Candle, Order.
The fundamental operation of this mechanism involves transferring a snapshot initially and subsequently applying incremental updates to this snapshot.
Candle event is an indexed event in our system that contains specific fields such as:
- flags - flags for processing updates
- index - event index, which represents order of the event
Note: Events arrive in a special order in which order these events need to be handled so as not to break the sequence of state.