Dear community, sorry in advance for what will be a newbie question:
suppose I have two topics trades risks and I want to join a trade in the trades topic to a risk message in the risks topic by fields tradeId, and version, which exist in both trade and risk messages. Seems I can naturally create streams on top of each topic, but here is the question: Suppose in one period between time boundary b0 and b1 trades t1 and t2 arrive, and risk r1 matching t1 arrives. In the next period, risk r2 arrives matching t2. a) How do I join r2 to t2? b) How do I not reprocess t1 and r1? I'm going to have between 2 million and 25 million trades and risks a day, so once a trade and risk has been matched, I dont want to handle them again. Do I need to sink the kafka topics to something like postgres, and have a umatched trades table unmatched risks table matched table Many Many Thanks in Advance!!!
