Search Results for "matching engine"
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Showing 1 open source project for "matching engine"
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exchange-core
Ultra-fast matching engine written in Java based on LMAX Disruptor
...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.
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