exchange-core java download

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, or symbol order books shard.

Features

Orders matching engine
Risk control and accounting module
Disk journaling and snapshots module
Trading, admin and reports API
3M users having 10M accounts in total
Single symbol order book

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License

Apache License V2.0

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Programming Language

Java

Related Categories

Java Libraries

Registered

2023-08-16

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exchange-core java

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

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