Python Software Engineering &
Systems Architecture

import asyncio
from typing import Dict, Any
import orjson
from fastapi import FastAPI, WebSocket, WebSocketDisconnect
import asyncpg
import redis.asyncio as aioredis

app = FastAPI(title="Apex Trading Gateway")
redis_client = aioredis.from_url("redis://localhost:6379", decode_responses=False)
db_pool: asyncpg.Pool

@app.on_event("startup")
async def setup_pools():
    global db_pool
    db_pool = await asyncpg.create_pool(
        dsn="postgresql://trader:secret@localhost:5432/orders_db",
        min_size=10,
        max_size=50
    )

@app.websocket("/ws/orders/{account_id}")
async def order_stream(websocket: WebSocket, account_id: str):
    await websocket.accept()
    try:
        while True:
            raw_data = await websocket.receive_bytes()
            order = orjson.loads(raw_data)
            
            # Execute matching inside non-blocking async context
            async with db_pool.acquire() as conn:
                async with conn.transaction(isolation="serializable"):
                    result = await conn.fetchrow(
                        """
                        INSERT INTO orders (account_id, symbol, side, price, qty, status)
                        VALUES ($1, $2, $3, $4, $5, 'MATCHED')
                        RETURNING id, created_at
                        """,
                        account_id, order["symbol"], order["side"], order["price"], order["qty"]
                    )
            
            # Broadcast fill event via Redis Stream
            payload = orjson.dumps({
                "order_id": str(result["id"]),
                "account_id": account_id,
                "symbol": order["symbol"],
                "status": "FILLED"
            })
            await redis_client.xadd(f"trades:{order['symbol']}", {"data": payload})
            await websocket.send_bytes(payload)
    except WebSocketDisconnect:
        pass