In high-frequency trading systems like those at Airwallex, achieving exactly-once delivery for market data is crucial to prevent duplicate quotes from causing erroneous executions. We leverage Kafka’s transactional API with idempotent producers for atomic commits, supplemented by producer sequence numbers for deduplication and checkpointing in stream processors like Flink. Trade-offs include added latency from two-phase commits, mitigated via careful tuning and chaos-tested monitoring to ensure <0.0001% duplicate rate in production.
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