You're processing an average of 1.33 million trades/hour. Let's double that and round up for peak traffic, that's 3 million trades/hour or 833.33 trades/second.
Unless I'm missing something, you only need 1 line. What's the problem here?
That makes it sound like the only thing involved in stock broking setup is pushing messages through a line :) Market volatility can cause several hours worth of orders to come through in a single burst. What goes on inside a stock broker is actually incredibly complex. I guess that warrants a long blog post.
You bet, it does. With a case study would be interesting to read. At least that is worth for all the loses on that 1/10 because of your technical issues.
