Those queues are deposits and loans, adjustments to our balance sheet. The pit boss has a lot of methods to put bounds on those queue, let us assume limited N. As the bids come in, the boss queues them up and seps them tghrought the maket risk account. Igt cannot rollove.
The error queue os a structured extension of the deposit and loans queues, and we make one combined queue, always making the deal when we get a node of deposits that scales and centers well to a node of loans, and we make the interest swap and the traders keep the partition. We are not trying to keep Markov, we are trying to bound N so the computer does not bog. We do not completely have god on our side. We have fine print that says everyone put in a buck to keep the pit boss from rolling over, this is an N thing.
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