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Can I embed transactions from two different data sources so that anything in one that fails will rollback everything for both?

Komapper’s transaction feature does not support global transactions, but I think it can be achieved by integrating with the Java Transaction API (JTA).

I was actually thinking of trying to catch all exceptions and rethrowing them in both connection's transaction blocks, would that work?

In most cases it works well, but it will not work correctly in edge cases.

I guess it's better than nothing, unless you have some better solution... JTA isn't for r2dbc is it?