The Talon Manual

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Talon provides an alternative approach to solving this problem, called Environment Replication. With this approach the platform provides an API which allow applications to write HA safe environment providers that capture local decisions on the primary instance into a capture buffer that is replicated along with the inbound message being processed. On the backup instance the capture buffer is then used to playback the same results as were used on the primary thereby allowing the same business logic decisions to be made. Environment providers are fairly simple to write and simple for applications to work with.

For example, Exegy, in partnership with Neeve backed their entire market data api with an environment provider in a matter of days, providing a seamless ultra low latency solution to the market data problem referenced above. With this approach market data is received out band with the respect to the trading application's order processing messages, as . As the primary instance of a trading application looks at current market data while processing messages the values it sees via Exegy's market data apis, the values presented in those calls are captured and replicated to the backup such the the backup instances see the same values when it makes the same api calls. In this fashion the entire stream of market data being absorbed by Exegy need not be replicated to backup instances, just the data that the primary instance uses in making decisions is replicated. 

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