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    exchange-core

    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
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