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    exchange-core java

    exchange-core java

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

    Exchange-core is an open source market exchange core based on LMAX Disruptor, Eclipse Collections (ex. Goldman Sachs GS Collections), Real Logic Agrona, OpenHFT Chronicle-Wire, LZ4 Java, and Adaptive Radix Trees. HFT optimized. Priority is a limit-order-move operation mean latency (currently ~0.5µs). Cancel operation takes ~0.7µs, placing new order ~1.0µs. Pipelined multi-core processing (based on LMAX Disruptor): each CPU core is responsible for certain processing stage, user accounts...
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