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How Does Resynchronization Work?
We use a protocol called fix. It's a pretty standard exchange protocol in the financial world. In fix, there is this notion of a sequence number that is attached to every single message. You never expect it to go down or skip a sequence, or something like that. We have to be ready for the possibility of some sort of work loss. So the client might get disconnected. If the client re connects, they really need to be able to see, like hay, did the order actually get sent, and if so, did it get filled? And these are important pieces of information that we need to hold on to.