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.
...The full citation is:
Oscar Reyes, Eduardo Pérez, María del Carmen Rodríguez-Hernández, Habib M. Fardoun, Sebastián Ventura. JCLAL: A Java Framework for Active Learning. Journal of Machine Learning Research, 17(95):1-5, 2016.