Case Study: Migrating Real‑Time Trade Logs to a Document Store Without Downtime

Case Study: Migrating Real‑Time Trade Logs to a Document Store Without Downtime

Hook: Migrating mission-critical trade logs is terrifying. We migrated a live feed with continuous ingestion and achieved zero-trade-loss. This is the engineers' playbook: architecture decisions, migration steps, and the post-mortem.

Project goals

• Move from a monolithic Postgres archive to a flexible document store to support rich, nested audit metadata.
• Maintain sub-second ingestion and query performance for downstream analytics.
• Avoid any disruption to live execution or compliance systems.

High-level approach

We adopted an incremental, dual-write + replay strategy. The key phases were:

1. Dual‑write layer to both Postgres and the document store.
2. Background bulk migration of historical partitions with consistent hashing to maintain ordering.
3. Realtime verification using checksums and sample reconciliation.
4. Switch-over of read paths once confidence thresholds were reached.

Why this approach?

Dual-write prevents sudden read-path breakage and lets downstream clients migrate at their own pace. Our technical choices were heavily informed by published migration case studies; the Mongoose.Cloud migrating 500GB case study is an excellent reference for incremental migration patterns and verification tooling.

Engineering pitfalls encountered

• Clock skew across ingestion nodes produced ordering anomalies — we solved this with hybrid logical clocks and an ordering proxy.
• Bulk writes temporarily affected index build times; we throttled migration writes during market hours.
• Metadata enrichment functions caused backpressure in the pipeline; we offloaded enrichment to async workers with retry semantics.

Operational runbook highlights

1. Start with a small, non-critical symbol set and migrate it end-to-end.
2. Run reconciliation jobs continuously and alert on divergence beyond a small tolerance.
3. Hold multiple fallbacks — point-in-time replay and read-only routing to the prior system.
4. Communicate with compliance and trading desks before each phase to ensure expectations are clear.

Security and resilience

Migrating audit trails requires strong operational security. Borrow checklist discipline from fields that run mission-critical ground systems; the Security Checklist for Spacecraft Ground Software provides excellent examples of layered defense, role segregation, and testable incident responses that we adapted for our deployment.

Cost, performance, and long-term benefits

Initial migration costs were non-trivial, but query flexibility and faster feature prototyping lowered time-to-insight. For teams considering similar moves, compare the business case with migration case studies and cost models.

Key takeaways

• Incremental, observable rollouts reduce risk.
• Maintain dual-read compatibility until downstream systems are fully migrated.
• Automate verification and reconciliation — don’t trust manual checks alone.

Closing: With careful planning and a battle-tested runbook, you can migrate real-time trade logs without disrupting live trading. Use established migration patterns, keep strong observability, and borrow operational rigor from mature mission-critical domains.