Single Bank Platform: F# High Level Agent Architecture (Part 2)
What follows is a very high level architecture diagram of the Single Bank Platform (SBP) I plan to build, leveraging both C# and F#. Initially the F# will provide the agent infrastructure, leaving the client, and “backbone” services in C# – similar to what you’d expect in the real-world. As I said in the Part 1 of this series, the code is very much a proof of concept (POC). One of the main aims early on will be to understand the scalability of the agent architecture for SBP, and to provide a resilience test harness – something that Release It! talks about in some detail.
Brief overview of the agents:
- Supervisor – The main aim of this agent is to be the entry point for the initial client request, and nothing more.
- Session – handles a client’s initial request for an RFS, RFQ etc. Then hands responsibility off to other agents to deal with the topic conversation
- RFQ – Provides a client with a price, and manages the RFQ state and hence negotiation. You’d expect lots of RFQ agents to be running concurrently.
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