CoinTossX: An open-source low-latency high-throughput matching engine

CoinTossX: An open-source low-latency high-throughput matching engine

Blog Article

We deploy and demonstrate the CoinTossX low-latency, high-throughput, open-source matching engine through small-scale desktop and large-scale locally-hosted testing with multiple traded instruments and clients managed concurrently by sending orders using the Julia and Python languages.We demonstrate a cloud-based deployment using Microsoft Azure, with large-scale industrial and simulation research use cases in mind.The system is developed in Java with Gastrointestinal - Probiotics orders submitted as binary encodings (SBE) via UDP protocols using the Aeron Media Driver as the low-latency, high-throughput message transport.The system separates the order-generation and simulation environments e.g.

agent-based model simulation, from the matching of orders, data-feeds and various modularized components of the order-book system.This ensures a more natural and realistic asynchronicity between events generating orders, and Girls Spring Dressy Dress the events associated with order-book dynamics and market data-feeds.