I worked on that codebase personally but here is a write-up on it: https://blog.bitmex.com/bitmex-technology-scaling-part-1/ https://blog.bitmex.com/bitmex-tec

I worked on that codebase personally but here is a write-up on it: https://blog.bitmex.com/bitmex-technology-scaling-part-1/ https://blog.bitmex.com/bitmex-technology-scaling-part-1/ https://kx.com/news/kdb-powers-trading-platform-bitmex-high-frequency-bitcoin-exchange/ https://kx.com/news/kdb-powers-trading-platform-bitmex-high-... https://www.odbms.org/2017/09/use-case-kdb-integral-to-bitmex-bitcoin-derivatives-exchange-growth-strategy/ https://www.odbms.org/2017/09/use-case-kdb-integral-to-bitme... It really works, and also the codebase is quite mindbending. There is a weird elegance to it but also huge lock in.