Stock Exchange Core (2/4): The Single-Threaded Matching Engine
Why multi-threading kills High-Frequency Trading systems. We explore lock-free concurrency, Mechanical Sympathy, and the LMAX Disruptor pattern to achieve sub-microsecond matching.
Why multi-threading kills High-Frequency Trading systems. We explore lock-free concurrency, Mechanical Sympathy, and the LMAX Disruptor pattern to achieve sub-microsecond matching.