Showing 2 open source projects for "disruptor"

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    LMAX Disruptor

    LMAX Disruptor

    High performance inter-thread messaging library

    LMAX aims to be the fastest trading platform in the world. Clearly, in order to achieve this we needed to do something special to achieve very low-latency and high-throughput with our Java platform. Performance testing showed that using queues to pass data between stages of the system was introducing latency, so we focused on optimising this area. The Disruptor is the result of our research and testing. We found that cache misses at the CPU-level, and locks requiring kernel arbitration are both...
    Downloads: 2 This Week
    Last Update:
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  • 2
    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 shard...
    Downloads: 0 This Week
    Last Update:
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