3 ms·
Yes, Google "LMAX Architecture", only the tape is written to disk. The order book itself is tiny and there are only ~20,000 stocks, and you only have to fit on
by fleitz 11y ago
Yes, Google "LMAX Architecture", only the tape is written to disk.
The order book itself is tiny and there are only ~20,000 stocks, and you only have to fit one stock per computer.
- ximeng 11y agohttp://martinfowler.com/articles/lmax.html http://martinfowler.com/articles/lmax.html