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exchange-core

Ultra-fast matching engine written in Java based on LMAX Disruptor

...HFT optimized. Priority is a limit-order-move operation mean latency (currently ~0.5µs). Cancel operation takes ~0.7µs, placing new order ~1.0µs. Disk journaling and journal replay support, state snapshots (serialization) and restore operations, LZ4 compression. Lock-free and contention-free order matching and risk control algorithms. Matching engine and risk control operations are atomic and deterministic.

Downloads: 0 This Week

Last Update: 2022-04-15
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