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Any docs on designing trading engines? How to process trades efficiently and correctly? What kind of algorithms, datastructures to use to make the trading engin
by bitcoinusername 9y ago
Any docs on designing trading engines? How to process trades efficiently and correctly? What kind of algorithms, datastructures to use to make the trading engine scale?
I thought this kind of stuff is a solved issue, some kind of distributed queueing messaging engine with the trading logic at the collector of all these trading messages.
- newman8r 9y agoI don't have a crypto-specific resource, but market microstructure is the general field you're looking for https://en.wikipedia.org/wiki/Market_microstructure https://en.wikipedia.org/wiki/Market_microstructure
- eitland 9y agoI liked this one by Martin Fowler a few years ago: https://martinfowler.com/articles/lmax.html https://martinfowler.com/articles/lmax.html
- rprime 9y agoThat's something that I've been trying to find myself, with not that much luck. Jane Street Capital has a nice video presentation though: https://blog.janestreet.com/how-to-build-an-exchange/ https://blog.janestreet.com/how-to-build-an-exchange/